C++ wrapper for NPSOL

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C++ wrapper for NPSOL

Heber Farnsworth-2
Hi all,
        Because a great deal of my work involves optimization and because my
research is academic rather than commercial I have obtained a copy of NPSOL from
Stanford which is an optimizer but is not free software.  I can compile the
fortran sources to get npsol.a but I don't have the C++ wrapper I need to make
this a dynamically linked function that I can call from within Octave.
       
        I believe such code used to be included in older versions of Octave but
was dropped because NPSOL is not free.  This makes sense.  However I have need
of this code.  Does anyone have any such code lying around?  I am not a C++ guy
or I suppose I could write it myself (my guess is that it isn't hard).
       
Thanks,
Heber Farnsworth


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C++ wrapper for NPSOL

John W. Eaton-6
On 23-Sep-1997, Heber Farnsworth <[hidden email]> wrote:

| Because a great deal of my work involves optimization and because my
| research is academic rather than commercial I have obtained a copy
| of NPSOL from Stanford which is an optimizer but is not free
| software.  I can compile the fortran sources to get npsol.a but I
| don't have the C++ wrapper I need to make this a dynamically linked
| function that I can call from within Octave.
|
| I believe such code used to be included in older versions of Octave but
| was dropped because NPSOL is not free.  This makes sense.  However I
| have need of this code.  Does anyone have any such code lying
| around?

Yes, it was dropped from the distribution because Richard Stallman
tells me that it is a violation of the GPL to distribute code with
Octave that must be linked with proprietary software in order for it
to work.

| I am not a C++ guy or I suppose I could write it myself (my
| guess is that it isn't hard).

No, it is not that hard.  You could probably use one of the other
functions like lsode as an example.  But once you are done, you would
not be able to legally distribute it.

I am hoping to find an optimization expert to help provide freely
availble optimization tools.  Would anyone like to help provide
something in this area?

Thanks,

jwe


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Re: C++ wrapper for NPSOL

Al Goldstein-2
On Thu, 2 Oct 1997, John W. Eaton wrote:

> I am hoping to find an optimization expert to help provide freely
> availble optimization tools.  Would anyone like to help provide
> something in this area?
>
John

NPSOL was, the last time I perused it, based on ancient optimization
techniques which work well for most problems. Code based on modern
algorithms should be freely available. For the most part these are based
on optimizing with the aid of a differentiable logarithmic penalty function.
These methods work well and there is more interest in using them.
They are called interior penalty methods.

I have a code using octave for the Chebyshev approximation of inconsistent
systems of linear equations. It has been run in octave for systems as
large as 1000X100. Beyond 1000 results in octave failure due to memory
problems. Perhaps this could be improved if I knew the cause of the failure.
The code can also be used to solve systems of linear inequalities.  I
regard the code to be in alpha status, but I'm willing to share it.
The algorithm works on a new principle; the paper describing it has been
submitted but not yet accepted.

If you would like to get programs and someone is willing to write wrappers
for them I'll be glad to advertise for them.

Al

> Thanks,
>
> jwe
>
>