OpenOpt
- 1 file
- 3 downloads
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 (2019). OpenOpt (https://www.mathworks.com/matlabcentral/fileexchange/13115-openopt), MATLAB Central File Exchange. Retrieved .
Comments and Ratings (12)
Updates
| 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 |
|
new funcs nonSmoothSolve & ominsearch
|
||
bugfix (`Feb2007' undefined near line 4 column 5) while using graphics on |
MATLAB Release Compatibility
Platform Compatibility
Windows macOS LinuxCategories
Tags
Acknowledgements
Inspired: Exhaustive Search Method
Communities
Discover Live Editor
Create scripts with code, output, and formatted text in a single executable document.
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/
Select a Web Site
Choose a web site to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .
Select web siteYou can also select a web site from the following list:
Americas
- América Latina (Español)
- Canada (English)
- United States (English)
Europe
- Belgium (English)
- Denmark (English)
- Deutschland (Deutsch)
- España (Español)
- Finland (English)
- France (Français)
- Ireland (English)
- Italia (Italiano)
- Luxembourg (English)
- Netherlands (English)
- Norway (English)
- Österreich (Deutsch)
- Portugal (English)
- Sweden (English)
- Switzerland
- United Kingdom (English)
Mark Matusevich (view profile)
Very good. Works out of the box (on R2009b on Win7).
I recommend to start with the following steps:
1) Download and unzip (let's denote the directory <Dir>)
2) execute:
>> addpath(genpath('<Dir>\OpenOpt'))
>> ooexample1
If you see stuff being printed and a constantly changing plot, then installation was sucessfull and OpenOpt works on your PC.
3) Look at the examples to see how to use the toolbox:
>> open ooexample
>> open ooexample1
>> open ooexample2
>> open ooexample3
>> open ooexample4
4) Read documentation in the directory <Dir>\OpenOpt\doc
Yaco Yann (view profile)
It's very hard to understand. Too many files and no comment
Dmitrey Kroshko (view profile)
No, documentation is available for Python version only,
http://openopt.org/Doc
Is there further documentation available?
hi all,
I should inform you: some months ago OpenOpt had migrated to Python programming language, and no support and further development for MATLAB/Octave version will be provided.
Thanks all for your comments.
Regards, D.
http://scipy.org/scipy/scikits/wiki/OpenOpt
http://openopt.blogspot.com/
Works like a charm. However, I have a few remarks to improve the package. All suggested methods are available on Matlab Central:
1-a simplex method equivalent to fminsearch would be appreciated, suggesting the State Machine Simplex Minimizer.
2-a Levenberg Marquardt method would also be appreciated, e.g. LMFsolve.
3- a Genetic Algorithm method without constrains would also be nice, especially as GA is provided with the GAconstrain method. The gaevolv could also be good.
4- the powell method seems quite efficient and could be in OpenOpt
5- There are other swam optimizers, such as 'swarm' and 'PSO'. Are they slower/less efficient that the hPSO ?
Finally, thanks for this package. Probably a better documentation would be nice, e.g. regarding the many options in ooAssign, which depend on packages.
doesn't work at all - everything i tried returned errors! Not enough documentation to work out what was going on. nonSmoothSolve() does not work exactly the same as fsolve.
I have been using OpenOpt to solve both smooth and non smooth optimization problems with excellent success. It has outperformed all commertial solvers that I have tried, in both convergence time and optimal solution. It's perfromace is second to none, thank you Dmitery.
15.02.2007
OpenOpt 0.35 is reliesed (download- from here, now http://www.box.net/public/6bsuq765t4 will contain only pathces & previous OpenOpt versions. If you'll obtain a error "you must pass (size prob.n x 1) vector x to the iterfcn" please download and replace ooIter.m from the URL).
Changes:
new functions: nonSmoothSolve() & ominsearch(), with same syntax as MATLAB fsolve & fminsearch;
now solver ralg() (non-smooth optimizer, fminsearch() analog, can handle ill-conditioned problems) can handle all types of linear & non-linear constraints:
lb<=x<=ub, A*x<=b, Aeq*x=beq, c(x)<=0, h(x)=0
(and ShorEllipsoid() too)
user-provided gradients/subgradients to constraints prob.dc(), prob.dh() also can be used in ralg;
prob.parallel.f=1 turnes on parallel calculation of objFun (sub)gradient via dfeval() (MDCE, jobmanagers, workers must be properly started). Octave users must provide func with similar to dfeval syntax in prob.parallel.fun.
prob.parallel.c & prob.parallel.h will be (I hope) in future OpenOpt version.
+LOTS of minor changes;
graphics:
-new marker (right-pointing triangle), reporting that MaxTime, MaxCPUTime, MaxIter, MaxFunEvals or etc is exeeded;
-graphic output speed is increased.
(some problems in Octave graphics still remain, but it's because of temporary Octave incompabilities & problems with connecting to gnuplot)
OpenOpt is a fantastic Toolbox. Thanks Dmitrey for sharing it.
According to Mathworks rules, we can't update OpenOpt more than once per 2 monthes here. CVS/subversion is also under development.
So currently you can check for latest versions from
http://www.box.net/public/6bsuq765t4
now (11/30/06) v 0.16 is available
bugfixes:
+/- sign in ooAssign;
bugfix in the end of ooexample.m
new param prob.fEnough is available (solvers will stop if fEnough is reached)
prob.assert() implemented
If any bugs will be obtained, contact via icq 275976670