[Scilab-Dev] AMPL toolbox

[Michaël Baudin]

Hi,

I will let Yann Collette answer to this question.

But this is the opportunity of promoting the uncprb module
that I released two weeks ago.

http://atoms.scilab.org/toolboxes/uncprb/0.1

The goal of this toolbox is to provide unconstrained optimization problems
in order to test optimization algorithms.
It is based on the More, Garbow and Hillstrom collection,
which contains 35 problems for unconstrained optimization,
nonlinear least squares and nonlinear equations.

I revisited the SciAD toolbox recently and was able to extract and
update this collection, which was included in your toolbox.
This was a work from you and Benoit Hamelin,
that I discovered after reading your paper
"Robust descent in differentiable optimization using automatic finite 
differences".

I fixed several bugs (some of which were produced in the Fortran
to Scilab translation), added a missing test case (almost.sci) and
ported the collection of Hessian functions created
Averbukh, Figueroa and Schlick.
This allows to provide the Hessian matrix for 18 problems.
I also created a function which returns the optimum x and f for
some problems.

This is a very simple alternative to the CuteR collection,
without constrained and large scale problems, but
with the advantage that no compiler is required and no
temporary files are generated.

Best regards,

Michaël Baudin


Jean-Pierre Dussault a écrit :
> Hi!
>
> I am very interested by the ampl toolbox. However, there is a missing 
> feature I need for my work with truncated Newton algorithms: computing 
> the product of the hessian with a vector without evaluating the whole 
> hessian. This is available according to "hooking your solver..."
>
>         void hvcomp(real *HV, real *P, int nobj, real *OW, real *Y)
>
>     stores in HV (a full vector of length n_var) the Hessian of the
>     Lagrangian times vector P. In other words, hvcomp computes
>
>     where /W/ is the Lagrangian Hessian,
>
>
> This is not in the toolbox. Would it be possible to add this function 
> to the toolbox?
>
> Thank you,
>
> JPD
>


-- 
Michaël Baudin
Ingénieur de développement
michael.baudin at scilab.org
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