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FOSSEE-Optimization-Toolbox

Collection of interfaces for open source optimization solvers.
(818 downloads for this version - 7744 downloads for all versions)
Details
Version
0.2.3
A more recent valid version exists: 0.3
Author
FOSSEE, IIT Bombay
Owner Organization
FOSSEE, IIT Bombay
Maintainer
FOSSEE Toolbox
Category
License
Creation Date
December 11, 2018
Source created on
Scilab 5.5.x
Binaries available on
Scilab 5.5.x:
Linux 64-bit Windows 64-bit
Install command
--> atomsInstall("FOT")
Description
            This toolbox consists of open-source solvers for a variety of optimization
problems: CLP for linear optimization, CBC and Symphony for integer linear
optimization, IPOPT (with MUMPS) for nonlinear optimization, and BONMIN for
integer nonlinear optimization.

Features
---------
* linprog: Solves a linear optimization problem.
 	
* intlinprog: Solves a mixed-integer linear optimization problem in intlinprog
format with CBC.
  
* symphony: Solves a mixed-integer linear optimization problem.
  
* symphonymat: Solves a mixed-integer linear optimization problem (with input
  in Matlab format).
  
* quadprog: Solves a quadratic optimization problem.
  
* quadprogmat: Solves a quadratic optimization problem (with input in Matlab
  format).
  
* lsqnonneg: Solves a nonnegative linear least squares optimization problem.
  
* lsqlin: Solves a linear least squares optimization problem.
  
* lsqnonlin: Solves a nonlinear least squares optimization problem.
  
* fminunc: Solves an unconstrained optimization problem.
  
* fminbnd: Solves a nonlinear optimization problem on bounded variables.
 
* fmincon: Solves a general nonlinear optimization problem.
  
* fgoalattain: Solves a multiobjective goal attainment problem.
  
* fminimax: Solves a minimax optimization problem.
  
* intfminunc: Solves an unconstrained mixed-integer nonlinear optimization
  problem.
  
* intfminbnd: Solves a mixed-integer nonlinear optimization
  problem on bounded variables.
  
* intfmincon: Solves a constrained mixed-integer nonlinear optimization
problem.
  
* intfminimax: Solves a mixed-integer minimax optimization problem.
  
* intquadprog: Solves an integer quadratic optimization problem.
 
NOTE
---------
In scilab 5.5.0 please run the following command to add the latest repository:
atomsRepositoryAdd('http://atoms.scilab.org/5.5')

Changelog
---------
Version 0.2.3 (December 11, 2018)

  Edits in quadprog help file
  Restructured the linprog lambda parameter
  Reduced size of source and all binaries

Version 0.2.2 (July 27, 2018)

  Reduced the size of the source code and binaries

Version 0.2.1 (July 20, 2018)

  Changed names of the following functions:
    *cbcintlinprog => intlinprog
    *intqpipopt => intquadprog
    *qpipopt => quadprog
    *qpipoptmat => quadprogmat
 				
Version 0.2 (July 5, 2018)

  Upgraded solver libraries to their latest version and added the following     
 functions:
    *cbcintlinprog 				
    *fotversion
    *intfminbnd
    *intfmincon
    *intfminimax
    *intfminunc
    *intqpipopt            
Files (3)
[9.83 MB]
Linux 64-bit binary for Scilab 5.5.x

[11.96 MB]
Windows 64-bit binary for Scilab 5.5.x

News (0)
Comments (3)     Leave a comment 
Comment from ASHUTOSH Mishra -- December 20, 2018, 03:27:52 PM    
Helloe Sir/ Madam, 

I have installed 6.0 version of scilab. In the installing process of FOT i.e. FOSSEE 
Optimization toolbox, getting error that "see for new version FOT for 6.0 but it is
not 
available on the site yet, i guess.

Kindly help for downloading new version of FOT for scilab 6.0.

Thanks.
Comment from Siddharth Agarwal -- January 11, 2019, 08:32:23 AM    
Hi,

FOT hasn't yet been launched for Scilab 6. It is, however, being developed. I would suggest

using Scilab 5.5.2 to use FOT.
Comment from David Brant -- January 14, 2020, 07:03:55 PM    
Least squares problem call to fmincon does not work

Hello,
I am having problems with the below code. It is a variation of an example listed in 
the optimization chapter of the Modelling and Simulation in Scilab-Scicos book (pages 
109-110 & 114). I can configure the code to work for leastsq and lsqrsolve, but not 
fmincon from the FOSSEE Optimization toolbox.

All worked examples that call fmincon listed on the FOSSEE site run without problem. 
These include all 7 examples in 'documentation' plus the spring and circular tank 
design problems in 'examples'. 

The problem has been presented to the Scilab.org community and the code syntax 
checked for potential problems. It complies with the FOSSEE toolbox syntax in both a 
short and long call with derivative.

How may i configure the least-squares problem to be solved with a call to fmincon?
Any help to resolve the matter would be greatly appreciated.
Regards, Dave

My system is: Windows 10 Home 64-bit OS, Intel core i5 x64-based processor, Scilab 
5.5.2

function z=fun(p)
	z=DAT(:,2)-p(1)*exp(p(2)*DAT(:,1))-p(3)*ones(DAT(:,1))
endfunction
function dz=dfun(p)
	var=exp(p(2)*DAT(:,1))
	dz=[-var..
	-p(1)*DAT(:,1).*var..
	-ones(var)]
endfunction
function f=costf(p)
	f = norm(fun(p))^2;
endfunction
function g=grad(p)
	g = 2*dfun(p)'*fun(p);
endfunction 

DAT=[0 0;0 1;1 1;2 1.5;2 2];
p0=[0 0 0];

xopt = fmincon(costf,p0,[],[])
options = list("GradObj",grad)
xopt = fmincon(costf,p0,[],[],[],[],[],[],[],options)
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