[Numpy-discussion] [ANN] Constrained optimization solver with guaranteed precision
Mon Aug 15 14:21:30 CDT 2011
I'm glad to inform you that general constraints handling for interalg
(free solver with guaranteed user-defined precision) now is available.
Despite it is very premature and requires lots of improvements, it is
already capable of outperforming commercial BARON (example:
http://openopt.org/interalg_bench#Test_4) and thus you could be
interested in trying it right now (next OpenOpt release will be no
sooner than 1 month).
interalg can be especially more effective than BARON (and some other
competitors) on problems with huge or absent Lipschitz constant, for
example on funcs like sqrt(x), log(x), 1/x, x**alpha, alpha<1, when
domain of x is something like [small_positive_value, another_value].
Let me also remember you that interalg can search for all solutions of
nonlinear equations / systems of them where local solvers like
scipy.optimize fsolve cannot find anyone, and search single/multiple
integral with guaranteed user-defined precision (speed of integration
is intended to be enhanced in future).
However, only FuncDesigner models are handled (read interalg webpage
for more details).
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