Question about Nonlinear Programming

classic Classic list List threaded Threaded
4 messages Options
Reply | Threaded
Open this post in threaded view
|

Question about Nonlinear Programming

Bill Blum
Hello

I have GNU Octave version 4.2.0--which I only use occasionally.  I am interested in trying Octave's Nonlinear Programming function/routine on a problem I have partially solved with the Fletcher-Powell algorithm.  I notice the description of the NL routine in version 4.2.0 seems to be the same as in later versions.  Is there any difference in the sequential quadratic programming routine in later versions of GNU Octave?

Thank you]
Bill Blum


Reply | Threaded
Open this post in threaded view
|

Re: Question about Nonlinear Programming

nrjank
Administrator
On Tue, Jun 16, 2020 at 5:45 PM Bill Blum <[hidden email]> wrote:
Hello

I have GNU Octave version 4.2.0--which I only use occasionally.  I am interested in trying Octave's Nonlinear Programming function/routine on a problem I have partially solved with the Fletcher-Powell algorithm.  I notice the description of the NL routine in version 4.2.0 seems to be the same as in later versions.  Is there any difference in the sequential quadratic programming routine in later versions of GNU Octave?

Thank you]
Bill Blum

what specific functions are you using?  could look at the source and do a side-by-side algorithm comparison.  
 


Reply | Threaded
Open this post in threaded view
|

Re: Question about Nonlinear Programming

Juan Pablo Carbajal-2
In reply to this post by Bill Blum
> I have GNU Octave version 4.2.0--which I only use occasionally.  I am interested in trying Octave's Nonlinear Programming function/routine on a problem I have partially solved with the Fletcher-Powell algorithm.  I notice the description of the NL routine in version 4.2.0 seems to be the same as in later versions.  Is there any difference in the sequential quadratic programming routine in later versions of GNU Octave?

Hi Bill,

I assume you are talking about sqp. This function needs some love, as
it has several failures that have not been solved for a long time.
If you can make your problems specific, we (even better, you!) could
fill another bug report on the functions. They will be eventually
fixed, sqp is a really important part of nonlinear optimization.


Reply | Threaded
Open this post in threaded view
|

Re: Question about Nonlinear Programming

Juan Pablo Carbajal-2
> Yes I am talking about sqp. Your reply leads to another question or two--How can I get a listing of sqp so I could examine it?  I'm also wondering if later Octave versions have an improvedmversion of sqp?
>
> I'm reluctant to download a newer Octave version since I am afraid of the learning curve.  Any comments about that?  Finally can I have both Octave version 4.2.0 and a later version, 5.x.x on the same windows 10 machine and then choose which one to run at any time.
>
> Thanks again
>
> Bill
Hi Bill,

Keep always the list in CC.
I do not know about Windows, but I can image that of course you can
have multiple versions of octave.
The octave source code is here to browse [1], in particular you find
the code for sqp here [2].
You can also search for sqp.m in the octave installation folder.

I am not sure what learning curve you refer to, but Octave is since
many versions very stable, so you do not need to re-learn anything if
you already know how to handle 4.2 (there just might be more
functionality).

[1]: https://savannah.gnu.org/hg/?group=octave
[2]: http://hg.savannah.gnu.org/hgweb/octave/file/3a05402adef6/scripts/optimization/sqp.m