[scilab-Users] Tutorial of Optimization toolbox

Wed Jul 7 15:54:52 CEST 2010

Dear Paul,

The document "Optimization in Scilab",
by Michaël Baudin, Vincent Couvert and Serge Steer
has been released publicly today under the terms of the
Creative Commons Attribution-ShareAlike 3.0 Unported License.

Its LaTeX sources are managed on the Scilab Forge :

http://forge.scilab.org/index.php/p/docoptimscilab/

You can download a pdf version of this document at :

http://forge.scilab.org/index.php/p/docoptimscilab/downloads/

The following is the abstract of this document.

In this document, we make an overview of optimization features in
Scilab. The goal of this document is to present all existing and non-
existing features, such that a user who wants to solve a particular
optimization problem can know what to look for. In the introduction, we
analyze a classification of optimization problems. In the first chapter,
we analyze the flagship of Scilab in terms of nonlinear optimization:
the optim function. We analyze its features, the management of the cost
function, the linear algebra and the management of the memory. Then we
consider the algorithms which are used behind optim, depending on the
type of algorithm and the constraints. In the remaining chapters, we
present the algorithms available to solve quadratic problems, non-linear
least squares problems, semidefinite programming, genetic algorithms,
simulated annealing and linear matrix inequalities. A chapter focus on
optimization data files managed by Scilab, especially MPS and SIF files.
Some optimization features are available in the form of toolboxes, the
most important of which are the Quapro and CUTEr toolboxes. The final
chapter is devoted to missing optimization features in Scilab.

Best regards,

Michaël Baudin

Julio Gonzalez-Saenz a écrit :
> Agree!!  
>
> Julio
>
> ------------------------------------------------------------------------
> *From:* "paul.carrico at free.fr" <paul.carrico at free.fr>
> *To:* users at lists.scilab.org
> *Sent:* Tue, 6 July, 2010 10:34:07
> *Subject:* Re: [scilab-Users] Tutorial of Optimization toolbox
>
> Dear
>
> It's a pity since the article is not available to "ordinary people"  
> ... and it seems to be rather interesting.
>
> PC
>
>
> ----- Mail Original -----
> De: "Michaël Baudin" <michael.baudin at scilab.org 
> <mailto:michael.baudin at scilab.org>>
> À: users at lists.scilab.org <mailto:users at lists.scilab.org>
> Envoyé: Mardi 6 Juillet 2010 09h28:06 GMT +01:00 Amsterdam / Berlin / 
> Berne / Rome / Stockholm / Vienne
> Objet: Re: [scilab-Users] Tutorial of Optimization toolbox
>
> Dear Dr Reinaldo,
>
> An overview of optimization in Scilab is done in :
>
> "Optimization with Scilab, present and future", M. Baudin, S. Steer,
> 2009 IEEE International Workshop on Open-source Software for Scientific
> Computation (OSSC).
>
> which is available at :
>
> http://ieeexplore.ieee.org/search/searchresult.jsp?newsearch=true&queryText=Optimization+with+Scilab%2C+present+and+future&x=0&y=0 
> <http://ieeexplore.ieee.org/search/searchresult.jsp?newsearch=true&queryText=Optimization+with+Scilab%2C+present+and+future&x=0&y=0>
>
> The following is the abstract of the paper :
>
> "We present in this paper an overview of optimization algorithms
> available in theScilab software. We focus on the user's point of view,
> that is, we have to minimize or maximize an objective function and must
> find a solver suitable for the problem. The aim of this paper is to give
> a simple but accurate view of what problems can be solved by Scilab and
> what behavior can be expected for those solvers. For each solver, we
> analyze the type of problems that it can solve as well as its advantages
> and limitations. In order to compare the respective performances of the
> algorithms, we use the CUTEr library, which is available in Scilab.
> Numerical experiments are presented, which indicates that there is no
> cure-for-all solvers."
>
> The flagship of Scilab in terms of general nonlinear optimization
> is currently the optim function, which allows to perform
> unconstrained and bound constrained optimization.
> It is shortly presented at :
>
> http://wiki.scilab.org/The_optim_primitive
>
> and in the help of Scilab :
>
> http://www.scilab.org/product/man/optim.html
>
> You may get an overview of optimization features by
> browing the help of Scilab :
>
> http://www.scilab.org/product/man/section_e75956809590b9cc1bb1d9aec86b31b8.html
>
> What kind of optimization do you plan to do ?
>
> If you are interested in a general overview of Scilab, you may
> consider the "Introduction to Scilab" :
>
> http://www.scilab.org/en/content/download/1104/10840/file/introscilab.pdf
>
> Scilab provides its own language, but you can connect it to
> C, C++ and Java. For example, in order to connect your
> C or C++ library to Scilab, you can use the Scilab API :
>
> http://www.scilab.org/product/man/section_204636e951f595409bc6782bb8e1d2d9.html
>
> Many examples are provided in the libraries which are already connected
> inside Scilab.
>
> Best regards,
>
> Michaël Baudin
>
>
> Prof. Dr. Reinaldo Golmia Dante a écrit :
> > Hi all,
> >
> > I would like to know how to use the optimization toolbox of SciLab.
> >
> > This is my first time that I use Scilab and I would like to program it
> > for optimizing application on Scilab platform.
> >
> > Does Scilab use the owner programming language or accept C++ or Java 
> programming
> > languages ?
> >
> > How can I find a tutorial of Scilab optimization toolbox ?
> >
> > Thank you in advance.
> >
> > All best,
> > Dr. Reinaldo.
> >  =====================================================
> > Prof. Dr. Eng. Reinaldo Golmia Dante
> >
> > Federal Institute of Education, Science and Technology of São Paulo 
> - IFSP
> > Sertãozinho Unit
> > Rua: Americo Ambrosio, 269
> > CEP (Zip Code): 14160-000
> > Cidade: Sertaozinho - SP
> > BRAZIL
> > Phone: +55-16-3946-1180
> > Fax: +55-16-3946-1170
> > e-mail: tiraduvidascefet at yahoo.com <mailto:tiraduvidascefet at yahoo.com>
> > Homepage: http://golmia.googlepages.com/ph.d.reinaldogolmiadante
> > =====================================================
> >
> >
> >     
> >
> > 
>
>
> -- 
> Michaël Baudin
> Ingénieur de développement
> michael.baudin at scilab.org <mailto:michael.baudin at scilab.org>
> -------------------------
> Consortium Scilab - Digiteo
> Domaine de Voluceau - Rocquencourt
> B.P. 105 - 78153 Le Chesnay Cedex
> Tel. : 01 39 63 56 87 - Fax : 01 39 63 55 94
>
>
>

-- 
Michaël Baudin
Ingénieur de développement
michael.baudin at scilab.org
-------------------------
Consortium Scilab - Digiteo
Domaine de Voluceau - Rocquencourt
B.P. 105 - 78153 Le Chesnay Cedex
Tel. : 01 39 63 56 87 - Fax : 01 39 63 55 94