OPTI Toolbox

Version 2.00 has just been released with numerous updates. Please let me know if you encounter any problems with the new version so I can correct ASAP!

Changes include:

Updates

• Rebuilt all solvers against R2013a, VC++ 2012 and MKL v11 R4 (requires new runtimes, see FAQ)
• Updated pre-requisite checking for VC++ 2012 and Intel C++ XE 2013
• Updated SeDuMi interface to support v1.31 and above only (avoids old errors)
• Updated amplRead to return quadratic row constraints
• Updated NOMAD to accept problems up to 5000 variables
• Updated 'set' routines to create common code checks
• Updated OOQP MEX interface, added MA57 as a linear solver option (also now tril H and no A' as well as Ctrl-C, maxtime and maxiter options)
• Updated symJac, added symHess, symHessLag, also returns sparsity pattern + more robust and added symDynJac for DNLS problems
• Updated BONMIN to v1.7.0
• Updated Clp to v1.15.1 (+ changes to argument order + added presolver + clpset + parallelized Aboca)
• Updated CBC to v2.8.2
• Updated CoinUtils to v2.9.1
• Updated GLPK to v4.48
• Updated NOMAD to v3.6.1 (+ changes to nomadset)
• Updated IPOPT to v3.11.1
• Updated CppAD in SCIP to v20130422
• Updated ASL to v20130419
• Removed support for CPLEX v12.5.0.0 with R2013a x64 (strange crashes)

New Functionality

• Added LIPSOL (LP solver)
• Added basic dynamic parameter estimation solving (+ optidynset) - see DNLS Examples
• Added basic multi-start solver (multisolve) - see Multisolve Examples
• Added automatic derivative checker (optiset option 'derivCheck') - see Optimization Settings
• Added most remaining IPOPT options to ipoptset
• Added ability to write GAMS files from OPTI (inc NL via SCIP) - see GAMS Examples
• Added automatic VS project builder code to most solvers
• Added objbias term for linear and quadratic problems (inc File IO) - see LP Examples
• Added x0 as an input argument to opti_linprog and opti_quadprog
• Added lambda as an output argument from opti_linprog and opti_quadprog
• Added complex MUMPS build (callable via opti_zmumps)
• Added ability for IPOPT, NOMAD, NLOPT to solve SNLE, NLS
• Added ability to plot bounded or x0 supplied unsolved problems
• Added ability to plot 1D to 5D problems - see Plotting Examples

Bug Fixes

• Fixed bug in NOMAD with >= linear to nonlinear constraints
• Fixed bug in IPOPT when not supplying opts.ipopt
• Fixed bug in BONMIN when not supplying any constraints
• Fixed bug in BONMIN when supplying double sided row constraints
• Fixed bug in sdpWrite with row constraints
• Fixed bug in SCIP with quadratic constraints (incorrect l index)
• Fixed bug in optiprob with ndec that overwrites x0