[Scilab-users] fmincon toolbox update

[Claus Futtrup]

It sounds great!

:-D

/Claus


On 19-04-2021 10:43, Stéphane Mottelet wrote:
> Hi all,
>
> I would like to inform you that the fmincon toolbox has been updated 
> (https://atoms.scilab.org/toolboxes/fmincon/1.0.2) and now includes a 
> major feature:  the Efficient Computation of Sparse Hessian using 
> Coloring algorithm (scicolpack is now a  dependency of fmincon). This 
> feature was missing and now allows fmincon to consider really big 
> problems. A example of such is given in the "minimal surface demo" 
> which compares 3 different approaches of the problem: one with finite 
> differences gradient, and BFGS Hessian, one with exact gradient and 
> BFGS Hessian, and the last with exact gradient and finite differences 
> sparse Hessian. The time factor between the first and the third 
> approchach is around 200 for a 21x21 square but you can edit the demo 
> file and increase this value. For a 51x51 square the third approach 
> takes only 0.45 seconds and is 2500 times faster. For a 101x101 square 
> the first approach takes forever and the third ones takes less than 2 
> seconds and is still 10 times faster than the second one.
>
> If some of you still use other softwares for large scale optimization, 
> maybe you can now give Scilab a try. If you need a better control on 
> parameters and/or if you are not a former/actual user of Matlab's 
> fmincon, I recommend using directly ipopt (from sci_ipopt toolbox). 
> But the fmincon api is quite easy to use. Don't hesitate to took at 
> the code of the several new demos.
>
> Don't hesitate to contact me if you have some problems using fmincon 
> of just to say that you are using it with success !
>
> Regards,
>