[SciPy-User] [ANN] Constrained optimization solver with guaranteed precision

Dmitrey tmp50@ukr....
Mon Aug 15 14:21:30 CDT 2011


 Hi all,
   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).

   Regards, D.
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