[Couenne] Numerical non-linear solver

[Pietro Belotti]

Matt,

Couenne needs expression trees of objective function and constraints, and 
takes care of computing the derivatives when needed. Right now the only 
interface is the AMPL library through which Couenne reads a .nl file and 
translates the AMPL expression tree into a Couenne expression tree. Unless 
you are able to create a model and pass Couenne all expressions, I am 
afraid Couenne is not the solver you are looking for.

If I understand correctly, you need a solver that only reads *values* from 
the spreadsheet but not the derivatives, hence some sort of 
derivative-free optimization solver. Coin-OR has DFO 
(https://projects.coin-or.org/Dfo).

Hope this helps.

Regards,
Pietro

--
Pietro Belotti
Dept. of Mathematical Sciences
Clemson University
email: pbelott at clemson.edu
phone: 864-656-6765
web:   http://myweb.clemson.edu/~pbelott

On Fri, 14 Dec 2012, Matthew Milner wrote:

> Dear All,
> 
> I am working for Andrew Mason at the University of Auckland and we are 
> attempting to get a non-linear solver working with our models. However 
> they are all just stored on excel spreadsheets and as such we do not 
> have any derivative information. We are looking for a solver that will 
> numerically step through for a solution while passing it the new values 
> calculated on the spreadsheet.
> Is this possible through Couenne and how could we do this? Or is there 
> any other non-linear solvers you could recommend?
> 
> Regards,
> Matt