Re: GSoC 2015: Optimization Package: Non-linear and constrained least squares lsqcurvefit, lsqlin, lsqnonlin

[Olaf Till]

On Fri, Mar 06, 2015 at 07:37:14AM -0800, rdzman wrote:
> In case it is of interest, I have an primal-dual interior point solver for
> non-linear optimization (similar to fmincon) implemented in pure
> Matlab/Octave code that is suitable for very large-scale problems. Currently
> it requires the user to provide functions for gradient and Hessian.
> 
> The current version is distributed as power of the MATPOWER package
> (http://www.pserc.cornell.edu/matpower/).
> 
> The documentation for the solver can be found in Appendix A of the MATPOWER
> User's Manual (http://www.pserc.cornell.edu/matpower/manual.pdf).
> 
> If it's of interest, I'd be happy to discuss the possibility of including it
> as part of an fmincon() implementation in Octave.

Hi Ray (D. Zimmerman?),

that's principally of interest. I'd say as a first step we would need
to have the respective files under the GPL without exceptions. (BTW,
given that you seem to publish them with exceptions at a web-site,
this could get legally difficult. How should we ever prove that you
allowed us to modify the files under the GPL without exceptions?) Then
we could look at them and test them to compare with the existing
solvers. Currently, however, I've no test problems available with very
large scale -- maybe you could help with this ...

Olaf

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