OPTI Toolbox

Version 2.10 has just been released with numerous updates. As before, please let me know if you encounter any problems with the new version so I can correct ASAP!

Changes include:

Updates

• Reorganised OPTI folder structure to reduce the number of folders
• Removed support for LIPSOL and QSOPT (too many LP solvers already)
• Removed supplied demos, replaced with updated examples
• Rebuilt all solvers against MKL v11.1 R3
• Updated IPOPT to v3.11.8
• Updated NLOPT to v2.4.2
• Data fitting weights are now treated as sqrt(weights) internally

New Functionality

• Added RMathLib with a library of statistical functions
• Added ability to calculate fit statistics for NLS/DNLS problems - See NLS Example 7
• Added simple fitting object optifit
• Added automatic plotting of confidence bounds on curve fitting problems - See this NLS Example
• Added C/C++ code generation (including automatic derivatives via CppAD) from SymBuilder models
• SymBuilder now identifies QCQP models
• Added experimental function optisym for symbolic derivative generation
• Added support for intlinprog (2014a) including opti_ overload

Bug Fixes

• Fixed options bug in opti_nomad with Inf bounds (M. Porcelli)
• Fixed bug in SymBuilder with 0.5 in quadratic programs
• Fixed bug in Cbc incorrectly missing infeasibility in some models
• Fixed bug in derivative checker with Hessian with no NL constraints