OpenOpt

nonSmoothSolve (similar to fsolve), non-smooth & noisy local + some global solvers; works in Octave
3.6K Downloads
Updated 21 Jul 2009

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OpenOpt is a free MATLAB Toolbox, which is also run in Octave

Particularly, it contains non-smooth solvers
ralg (medium-scale, for nVars=1...1000)
ShorEllipsoid (small-scale, for nVars=1...10)
(both can handle lb, ub, Ax<=b, Aeq*x=beq, c(x)<=0, h(x)=0; providing gradients/sub gradients df, dc, dh is appreciated)

nonSmoothSolve - fsolve analog for nonsmooth & noisy funcs (try benchmarking in nonSmoothSolveEx.m).

Graphics output is also enabled (for Octave users still there are some problems).

2 lines are enough to solve your problem -
prob = ooAssign (ObjFun, x0, <optional params>)
r = ooRun (prob, solver)
Example of output structure r:
r=
xf: [10x1 double] % x final
ff: -0.0719 % fval final
alg: 'Kennedy J., Eberhart R.C. (1995): Particle swarm optimization. In: Proc.'
author: 'Alexandros Leontitsis, me00743-at-cc.uoi.gr, University of Ioannina, Greece'
(+some other fields)

Regrads, Dmitrey. 15.02.2007,
Cherkassy, Ukraine.

P.S. You are welcome to our homepage http://openopt.org, where we have provided some more free numerical optimization software (however, non-MATLAB language).

Cite As

Dmitrey Kroshko (2024). OpenOpt (https://www.mathworks.com/matlabcentral/fileexchange/13115-openopt), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2006b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Acknowledgements

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OpenOpt/Examples/

OpenOpt/Kernel/

OpenOpt/Kernel/log_funcs/

OpenOpt/Kernel/misc/

OpenOpt/Kernel/objFunRelated/

OpenOpt/graphics/

OpenOpt/solvers/

OpenOpt/solvers/UkrOpt/

OpenOpt/solvers/quazi/

OpenOpt/test/

OpenOpt/wrappers/Lin2NonLin/

OpenOpt/wrappers/nlc/

Version Published Release Notes
1.2.0.0

license changed to BSD

1.1.0.0

change license from GPL to BSD

1.0.0.0

bugfix (`Feb2007' undefined near line 4 column 5) while using graphics on