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Fmincon

Nonlinearily constrained multivariable optimization solver

(3507 downloads for this version - 27337 downloads for all versions)

Details

Version

0.3.1
A more recent valid version exists: 1.0.7

Author

Michael Baudin

Owner Organization

DIGITEO

Maintainers

Allan CORNET

Michael BAUDIN

Vincent COUVERT

Category

Optimization

Website

http://forge.scilab.org/index.php/p/fmincont/

License

CeCILL

Dependency

Sci-IPOpt

Creation Date

November 24, 2011

Source created on

Scilab 5.4.x

Binaries available on

Scilab 5.4.x:

Windows 64-bit

Windows 32-bit

Linux 64-bit

Linux 32-bit

macOS

Install command

--> atomsInstall("fmincon")

Report a bug

GitLab's issues for fmincon

Description

            Fmincon toolbox

Purpose
-------

The goal of this toolbox is to provide a fmincon function 
in Scilab.
The fmincon function is a nonlinearily constrained optimization
solver.
Currently, we use ipopt for the actual solver of fmincon.

The current state of the function is experimental.
Many features are yet to be implemented.

We provide upgraded versions of the optimset and 
optimget functions, which manage options which 
are required by fmincon.

The current implementation is able to manage 
the following use cases.
We use a L-BFGS formula in order to compute an approximate 
of the Hessian of the Lagrangian.

(0) The initial guess is provided in the x0 input argument.

(1) The nonlinear objective function and 
the nonlinear constraints are provided.
The fun and nonlcon function can be customized to 
configure the nonlinear objective function and nonlinear constraints.
In this case, we use order two finite differences with optimal 
step size in order to compute the gradient of the objective 
function and the gradient of the constraints.

(2) The parameters are subject to bounds.
The lb and ub parameters can be configure to set 
bounds on the parameters.

(3) The objective function and constraints function can 
provide the exact gradients as additionnal output arguments
of their function definition.
The two "GradObj" and "GradConstr" options can be turned 
"on" for that purpose.

Linear equalities and linear inequalities are not managed in the current
version.

Features
--------

 * fmincon : Solves a nonlinearily constrained optimization problem.

Acknowledments
--------------

I thank Vincent Couvert and Yann Collette for their feedback on this module.

Changelog
---------

fmincon (0.3) : Fixed bug on Linux.
fmincon (0.2) : Fixed bug in Demos/runtests.

Files (2)

[126.03 kB]

fmincon-0.3.1-1-src.zip

Source code archive

Same sources as in previous toolbox version, updated to make it available for
Scilab 5.4.0

Upload date : 2011-11-24 15:18:35
MD5         : b847eae04739ff55528bebb2a7e312e7
SHA1        : fd70bf5472f47340331fd49c09151c7028c3d9ac
Downloads   : 701
 File list

[151.23 kB]

fmincon_0.3.1-1.bin.zip

OS-independent binary for Scilab 5.4.x

Binary version
Automatically generated by the ATOMS compilation chain

Upload date : 2011-11-24 15:19:26
MD5         : d262aaa3ee5b3e425bba9c5c6101e104
SHA1        : 9e6059525b2af1f8c8124cbaefb674cf6319d28d
Downloads   : 2806
 File list

News (0)

Comments (1) ↑ Leave a comment

Comment from Stephane Ploix -- February 24, 2013, 06:10:40 PM

Here an simple example that fails on mac os x 64bits:

function J=myfun(x)
    J = 10+x*sin(cos(x));
endfunction

function [Cleq,Ceq] = mycon(x)
    Cleq=x^2-x-10;
    Ceq=[];
endfunction

x=[-10:.01:10];
y=10+x.*sin(cos(x));
ycon=x.^2-x-10;
plot(x,y,x,ycon),xgrid

[x,fval,exitflag,output]=fmincon(myfun,4,[],[],[],[],-10,10,mycon);
disp(x,'x',fval,'fval',exitflag,'exitflag',output,output.message)
plot(x,fval,'ok')

Answer from Michael BAUDIN

-- March 18, 2013, 09:25:06 PM

Hi,

Thank you for reporting this bug. 

But this is the wrong place. Please report it at:

http://forge.scilab.org/index.php/p/fmincont/issues/

Best regards,

Michaël

> Here an simple example that fails on mac os x 64bits:
> 
> function J=myfun(x)
>     J = 10+x*sin(cos(x));
> endfunction
> 
> function [Cleq,Ceq] = mycon(x)
>     Cleq=x^2-x-10;
>     Ceq=[];
> endfunction
> 
> x=[-10:.01:10];
> y=10+x.*sin(cos(x));
> ycon=x.^2-x-10;
> plot(x,y,x,ycon),xgrid
> 
> [x,fval,exitflag,output]=fmincon(myfun,4,[],[],[],[],-10,10,mycon);
> disp(x,'x',fval,'fval',exitflag,'exitflag',output,output.message)
> plot(x,fval,'ok')
>