mathematical software

pyoptexplain: A Python Library for Post-Optimality Analysis and Explanation of Optimization Models

Categories Optimization Software and Modeling Systems, Optimization Software Design Principles Tags , ,

Optimization models are built in a variety of modeling languages and solved by a variety of solvers, but once a solution exists, the information needed to understand it is fragmented: each solver exposes a partial, differently named set of native diagnostics, and the modeling language has already canonicalized the formulation the user wrote. We present … Read more

Improving the Flexibility and Robustness of Model-Based Derivative-Free Optimization Solvers

Categories Nonlinear Optimization Tags , , , , ,

We present DFO-LS, a software package for derivative-free optimization (DFO) for nonlinear Least-Squares (LS) problems, with optional bound constraints. Inspired by the Gauss-Newton method, DFO-LS constructs simplified linear regression models for the residuals. DFO-LS allows flexible initialization for expensive problems, whereby it can begin making progress from as few as two objective evaluations. Numerical results … Read more