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Fmincon

Nonlinearily constrained multivariable optimization solver
(3374 downloads for this version - 10257 downloads for all versions)
Details
Version
0.3.2
Author
Michael Baudin
Owner Organization
Scilab Enterprises
Maintainers
Vincent Couvert
Michael Baudin
Allan Cornet
Category
License
Dependencies
Creation Date
May 21, 2014
Source created on
Scilab 5.5.x
Binaries available on
Scilab 5.5.x:
Windows 64-bit Windows 32-bit Linux 64-bit Linux 32-bit MacOSX
Install command
--> atomsInstall("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 (0.3.2) : Scilab 5.5.0 compatibility
fmincon (0.3) : Fixed bug on Linux.
fmincon (0.2) : Fixed bug in Demos/runtests.
            
Files (2)
[38.97 kB]
Source code archive

[173.50 kB]
OS-independent binary for Scilab 5.5.x
Binary version
Automatically generated by the ATOMS compilation chain

News (0)
Comments (4)     Leave a comment 
Comment from Lghani Menhour -- June 3, 2014, 01:08:29 PM    
Dear,

I would like have some information about the installing of the toolbox fmincon. 

I proceed in two ways:

1- using "Gestionnaire de modules - ATOMS", then the result is "installation
failed".
2- using
"atomsInstall("chemin_de_telechargement\nom_du_fichier_zip_telecharg")",
and the
results is : 

----------------------------------------------------------------------------------------
atomsInstall("C:\logiciels_perso\Scilab_5.5.0\Toolbox_scilab\fmincon_0.3.2-1.bin.zip")
 !--error 10000 
atomsGetVersions: Wrong value for input argument #1: "sci_ipopt" must be an
available
atoms package name.
at line      62 of function atomsGetVersions called by :  
at line      99 of function atomsDepTreeFlat called by :  
at line      84 of function atomsInstallList called by :  
at line     233 of function atomsInstall called by :  
atomsInstall("C:\logiciels_perso\Scilab_5.5.0\Toolbox_scilab\fmincon_0.3.2-1.bin.zip").
----------------------------------------------------------------------------------------

Please, can you give a help to solve this problem.

Best regards,
Answer from Vincent Couvert -- June 4, 2014, 05:25:46 PM    
Hello,

You have to install sci_ipopt (http://atoms.scilab.org/toolboxes/sci_ipopt) module first.

Regards.

> Dear,
> 
> I would like have some information about the installing of the toolbox fmincon. 
> 
> I proceed in two ways:
> 
> 1- using "Gestionnaire de modules - ATOMS", then the result is
> "installation failed".
> 2- using
>
"atomsInstall("chemin_de_telechargement\nom_du_fichier_zip_telecharg")",
> and the
> results is : 
> 
>
----------------------------------------------------------------------------------------
>
atomsInstall("C:\logiciels_perso\Scilab_5.5.0\Toolbox_scilab\fmincon_0.3.2-1.bin.zip")
>  !--error 10000 
> atomsGetVersions: Wrong value for input argument #1: "sci_ipopt" must be an
> available
> atoms package name.
> at line      62 of function atomsGetVersions called by :  
> at line      99 of function atomsDepTreeFlat called by :  
> at line      84 of function atomsInstallList called by :  
> at line     233 of function atomsInstall called by :  
>
atomsInstall("C:\logiciels_perso\Scilab_5.5.0\Toolbox_scilab\fmincon_0.3.2-1.bin.zip").
>
----------------------------------------------------------------------------------------
> 
> Please, can you give a help to solve this problem.
> 
> Best regards,
Comment from Lghani Menhour -- June 6, 2014, 11:47:27 AM    
Hello,
Thank you, It works.
Regards.
Comment from Danilo Becke -- August 19, 2014, 05:01:03 PM    
Hello,

I'm a Engineering student and I'm testing the Scilab to solve some optimizations problems.

Can you answer a question? Is "ipopt" the only algorithm present on fmincon?

Thank you
Comment from Sylvain Perez -- September 14, 2016, 04:51:57 PM    
Dear all,

I have a question concerning options of fmincon.
I understand Option adress only "GradObj","on" or "off". Iss
it possible to adress some
tolerances like for the stopping criteria or contraints?

If it's not, do you have an idea if is it complicated to implement and how to introduce
these?

Please, can you give a help to solve this problem.

Best regards,

Sylvain
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