OPTI Toolbox v2.05 Released

written by Jonny on December 29, 2013, at 02:59 PM

Version 2.05 has just been released with numerous updates. As before, 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 MKL v11.1 R1
  • Updated Clp to v1.15.6 (removed QP support due to heap corruption)
  • Updated Cbc to v2.8.8
  • Updated Bonmin to v1.7.4
  • Updated SCIP to v3.0.2
  • Updated IPOPT to v3.11.7, added MKL PARDISO as a linear solver option
  • Updated NOMAD to v3.6.2
  • Updated L-BFGS-B interface, added lbfgsbset
  • Updated CBC interface, added presolver + cbcset, changed return codes + arg order
  • Updated support for SeDuMi v1.32 and higher
  • Smaller fonts on higher dimensional plots

New Functionality

  • Added support for BARON (Global MINLP solver)
  • (Re)Added support for MOSEK ((MI)LP/QP/QCQP solver)
  • Added ability to solve SNLE/SCNLE problems as NLP without dummy objective - see SNLE Examples
  • Added ability to plot SLE/SNLE/SCNLE problems
  • Added ability to supply weights for NLS and DNLS problems - see NLS Example 4
  • Added ability to change fmincon algorithm via optimset options
  • Added plotting of the initial guess to plot(optiObj)
  • Added build date to MEX files
  • Added ability to specify 'solver' option in opti arg list
  • Added ability to read mathematical files directly into opti constructor, e.g. opti('batch.nl')
  • Added cstepJac, cstepHess and cstepHessLag for complex step first and second derivatives
  • Added mkltrnlsset for setting MKLTRNLS options

Bug Fixes

  • Fixed slow code for checking integer variable arrays
  • Fixed bug in Clp when suppling H with no nonzero terms (J.Lofberg)
  • Fixed bug when writing MPS files with SOS
  • Fixed bug in HYBRJ, LMDER and LEVMAR with large problems
  • Fixed bug in symJac, symHess, symHessLag with scalar problems
  • Fixed bug in mklJac when supplied sparse data (now returns an error)