OPTI Toolbox v2.00 Released

written by Jonny on June 20, 2013, at 09:06 PM

Version 2.00 has just been released with numerous updates. Please let me know if you encounter any problems with the new version so I can correct ASAP!

Changes include:

Updates

  • Rebuilt all solvers against R2013a, VC++ 2012 and MKL v11 R4 (requires new runtimes, see FAQ)
  • Updated pre-requisite checking for VC++ 2012 and Intel C++ XE 2013
  • Updated SeDuMi interface to support v1.31 and above only (avoids old errors)
  • Updated amplRead to return quadratic row constraints
  • Updated NOMAD to accept problems up to 5000 variables
  • Updated 'set' routines to create common code checks
  • Updated OOQP MEX interface, added MA57 as a linear solver option (also now tril H and no A' as well as Ctrl-C, maxtime and maxiter options)
  • Updated symJac, added symHess, symHessLag, also returns sparsity pattern + more robust and added symDynJac for DNLS problems
  • Updated BONMIN to v1.7.0
  • Updated Clp to v1.15.1 (+ changes to argument order + added presolver + clpset + parallelized Aboca)
  • Updated CBC to v2.8.2
  • Updated CoinUtils to v2.9.1
  • Updated GLPK to v4.48
  • Updated NOMAD to v3.6.1 (+ changes to nomadset)
  • Updated IPOPT to v3.11.1
  • Updated CppAD in SCIP to v20130422
  • Updated ASL to v20130419
  • Removed support for CPLEX v12.5.0.0 with R2013a x64 (strange crashes)

New Functionality

  • Added LIPSOL (LP solver)
  • Added basic dynamic parameter estimation solving (+ optidynset) - see DNLS Examples
  • Added basic multi-start solver (multisolve) - see Multisolve Examples
  • Added automatic derivative checker (optiset option 'derivCheck') - see Optimization Settings
  • Added most remaining IPOPT options to ipoptset
  • Added ability to write GAMS files from OPTI (inc NL via SCIP) - see GAMS Examples
  • Added automatic VS project builder code to most solvers
  • Added objbias term for linear and quadratic problems (inc File IO) - see LP Examples
  • Added x0 as an input argument to opti_linprog and opti_quadprog
  • Added lambda as an output argument from opti_linprog and opti_quadprog
  • Added complex MUMPS build (callable via opti_zmumps)
  • Added ability for IPOPT, NOMAD, NLOPT to solve SNLE, NLS
  • Added ability to plot bounded or x0 supplied unsolved problems
  • Added ability to plot 1D to 5D problems - see Plotting Examples

Bug Fixes

  • Fixed bug in NOMAD with >= linear to nonlinear constraints
  • Fixed bug in IPOPT when not supplying opts.ipopt
  • Fixed bug in BONMIN when not supplying any constraints
  • Fixed bug in BONMIN when supplying double sided row constraints
  • Fixed bug in sdpWrite with row constraints
  • Fixed bug in SCIP with quadratic constraints (incorrect l index)
  • Fixed bug in optiprob with ndec that overwrites x0