[Clp] ClpSimplexNonlinear question

[alex Dowson]

Hi  All

I was talking about this paper that use PSLP for solving non-linear problem.

http://mansci.journal.informs.org/content/31/10/1312.abstract


alex



From: Jonathan Currie 
Sent: Sunday, March 24, 2013 6:04 AM
To: 'alex Dowson' ; 'Ted Ralphs' 
Cc: 'John Forrest' ; clp at list.coin-or.org 
Subject: RE: [Clp] ClpSimplexNonlinear question

Hi Alex,

 

As the developer of OPTI I wrote most of the MEX interfaces, including the very basic CLP interface. I have never tried the CLP SLP solver, but if you have any questions regarding the interfacing of nonlinear solvers via MEX, then I am happy to help. I have been following this post and it sounds like it could be quite a bit of work to implement a general NLP interface (with a general nonlinear objective and nonlinear constraints called back to MATLAB) using CLP. John would be best to comment here, but typically interior point and sequential quadratic algorithms perform better for problems with largely nonlinear functions, than a sequential linear approach. Of course if your problem is only mildly nonlinear (bilinear or even quadratic), then the SLP approach may also work acceptably.

 

Jonathan

 

From: clp-bounces at list.coin-or.org [mailto:clp-bounces at list.coin-or.org] On Behalf Of alex Dowson
Sent: Saturday, 23 March 2013 6:13 p.m.
To: Ted Ralphs
Cc: clp at list.coin-or.org; John Forrest
Subject: Re: [Clp] ClpSimplexNonlinear question

 

Hi

 

Thank you for suggestion. I will get something out of this.

 

alex

 

 

From: Ted Ralphs 

Sent: Saturday, March 23, 2013 4:28 AM

To: alex Dowson 

Cc: John Forrest ; clp at list.coin-or.org 

Subject: Re: [Clp] ClpSimplexNonlinear question

 

If you are trying to call COIN solvers from Matlab, you might save yourself some trouble looking at this:

http://www.i2c2.aut.ac.nz/Wiki/OPTI/index.php/Main/WhatIsOPTI?

I haven't used it, but it looks pretty complete and well-supported.

Cheers,

Ted

On Thu, Mar 21, 2013 at 12:49 AM, alex Dowson <alexdowson at hotmail.com> wrote:

Dear John

Thank you for code. I will try this.

Actually I wanted to make .mex file for matlab that I can call clp  SLP solver from matlab so I have to understand how can pass
function and constraint from matlab without .mps file.

Also sorry about duplicate post I will follow rules. 





Alex


-----Original Message----- From: John Forrest

Sent: Wednesday, March 20, 2013 8:16 PM
Cc: clp at list.coin-or.org 


Subject: Re: [Clp] ClpSimplexNonlinear question

Alex,

I modified an example and attach it and solution log.  I ran it as

testQP2 ../../../Data/Sample/share2qp.mps

that should show you how to load a model and a quadratic function. With
current code constraints are linear.

John Forrest









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