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FOSSEE-Optimization-Toolbox

Collection of interfaces for open source optimization solvers.
(7616 downloads for this version - 42150 downloads for all versions)
Details
Version
0.4.1
Author
FOSSEE, IIT Bombay
Owner Organization
FOSSEE, IIT Bombay
Maintainers
FOSSEE Toolbox
ByteCode Asia
Category
License
Creation Date
July 1, 2021
Source created on
Scilab 6.1.x
Binaries available on
Scilab 6.1.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 for integer linear optimization,
IPOPT (with MUMPS) for nonlinear optimization, and BONMIN for integer nonlinear
optimization. 

On latest Ubuntu releases such as Ubuntu 19.10, libgfortran4 has to be
installed. This can be done by executing the command apt-get install
libgfortran4.

Features
---------
* fot_linprog: Solves a linear optimization problem.
 	
* fot_intlinprog: Solves a mixed-integer linear optimization problem in
intlinprog format with CBC.
  
* fot_quadprog: Solves a quadratic optimization problem.
  
* fot_quadprogmat: Solves a quadratic optimization problem (with input in
Matlab
  format).
  
* fot_lsqnonneg: Solves a nonnegative linear least squares optimization
problem.
  
* fot_lsqlin: Solves a linear least squares optimization problem.
  
* fot_lsqnonlin: Solves a nonlinear least squares optimization problem.
  
* fot_fminunc: Solves an unconstrained optimization problem.
  
* fot_fminbnd: Solves a nonlinear optimization problem on bounded variables.
 
* fot_fmincon: Solves a general nonlinear optimization problem.
  
* fot_fgoalattain: Solves a multiobjective goal attainment problem.
  
* fot_fminimax: Solves a minimax optimization problem.
  
* fot_intfminunc: Solves an unconstrained mixed-integer nonlinear optimization
  problem.
  
* fot_intfminbnd: Solves a mixed-integer nonlinear optimization
  problem on bounded variables.
  
* fot_intfmincon: Solves a constrained mixed-integer nonlinear optimization
problem.
  
* fot_intfminimax: Solves a mixed-integer minimax optimization problem.
  
* fot_intquadprog: Solves an integer quadratic optimization problem.


Changelog
---------
Version 0.4.1 (July 1, 2021)
 HessianApproximation option has been added in fot_fmincon to allow the user to
choose the method of calculating the hessian -- "exact" hessian
approximation which uses second derivatives provided by the NLP or
"limited-memory" hessian approximation which performs a limited-memory
quasi-Newton approximation.
 Integer constraints in the fot_intlinprog function are now working correctly.
 The MPS file can now be passed to the function fot_intlinprog without throwing
any error.
 Bugs have been fixed in fot_lsqnonlin
 Errors have been removed from examples in various help files to ensure that
they run correctly and give the expected results.
 The help files have been modified to improve correctness.

Version 0.4 (November 19, 2020)
  The Optimization libraies and the toolbox is now completely built using
opensource MinGW compiler on Windows
  All functions are now prefixed with "fot_". For example,
"fmincon" function is now renamed as "fot_fmincon"
  Computation time for "fot_fmincon" function has been improved
  "Option" argument introduced in the "fot_fmincon"
function

Version 0.3.1 (March 31, 2020)

  Problems with fmincon evident in version 0.3 have been fixed
  Exit flag status for IPOPT and BONMIN libraries have been changed

Version 0.3 (January 20, 2020)

  Toolbox ported to Scilab 6. It will not work for older versions of Scilab
  Symphony has been temporarily disabled, will be reintroduced in the future
  Upgraded solver libraries to their latest version
  Added quadprogCLP function.	
  Improvements in help files and examples
  "_gradhess" in intfmincon has been improved
  Bug fixes for intfminimax

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)
[9.74 MB]
Linux 64-bit binary for Scilab 6.1.x

[20.00 MB]
Windows 64-bit binary for Scilab 6.1.x

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