OpenOpt is a free and Python-based cross-platform (Mac OS, Linux, Windows etc) alternative to commercial frameworks like AMPL, LINGO, AIMMS, GAMS, TOMOPT's TOMLAB / TOMNET.
Primary goals:
· providing connections to lots of solvers (some are C- or Fortran-written) with easy and unified OpenOpt syntax
· developing named variables syntax for non-linear problems group, that is capable to speed up some non-linear solvers in several times via some AD features (take a look at 5X speedup example)
· trying to enhance algorithms for numerical optimization invented by Ukrainian academicians Boris Pshenichniy and Naum Z.
What's New in This Release: [ read full changelog ]
· interalg now works many times (sometimes orders) faster on (possibly multidimensional) integration problems (IP), and some optimization problems
· Add modeling dense (MI)(QC)[[QP] in FuncDesigner (alpha-version, rendering may work slowly yet)
· Bugfix for cplex wrapper
· Some improvements for FuncDesigner interval analysis (and thus interalg)
· Add FuncDesigner interval analysis for tan in range(-pi/2,pi/2)
· Some other bugfixes and improvements
· (Proprietary) FuncDesigner stochastic addon now is available as standalone pyc-file, became available for Python3 as well