OPTI Toolbox v2.10 Released

written by Jonny on July 21, 2014, at 08:02 PM

Version 2.10 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:


  • Reorganised OPTI folder structure to reduce the number of folders
  • Removed support for LIPSOL and QSOPT (too many LP solvers already)
  • Removed supplied demos, replaced with updated examples
  • Rebuilt all solvers against MKL v11.1 R3
  • Updated IPOPT to v3.11.8
  • Updated NLOPT to v2.4.2
  • Data fitting weights are now treated as sqrt(weights) internally

New Functionality

  • Added RMathLib with a library of statistical functions
  • Added ability to calculate fit statistics for NLS/DNLS problems - See NLS Example 7
  • Added simple fitting object optifit
  • Added automatic plotting of confidence bounds on curve fitting problems - See this NLS Example
  • Added C/C++ code generation (including automatic derivatives via CppAD) from SymBuilder models
  • SymBuilder now identifies QCQP models
  • Added experimental function optisym for symbolic derivative generation
  • Added support for intlinprog (2014a) including opti_ overload

Bug Fixes

  • Fixed options bug in opti_nomad with Inf bounds (M. Porcelli)
  • Fixed bug in SymBuilder with 0.5 in quadratic programs
  • Fixed bug in Cbc incorrectly missing infeasibility in some models
  • Fixed bug in derivative checker with Hessian with no NL constraints