sci.op-research

Yes, I am a student, so if there is a student version that is not too
limited for my problem size, So far I got three suggestions: MOSEK,
LOQO and IpOpt. That will keep my amused for a while to get and try
them :)

On Feb 16, 9:57=A0am, Hans Mittelmann wrote:
> On Feb 16, 2:06 am, Sebastian Nowozin wrote:
>
>
>
>
>
> > Hello,
>
> > On Feb 16, 12:27 am, Hans Mittelmann wrote:
>
> > > On Feb 15, 2:44 pm, hmob...@gmail.com wrote:
> > > > Any recommendation for a good *free* solver?
> > > So, you insist on Matlab?! That's bad. Let me look again....
> > > Are you a student? If yes, contact MOSEK.
>
> > I don't think MOSEK qualifies as _free_ solver.
>
> > Recently, Peter Carbonetto wrote an excellent Matlab interface to the
> > COIN IpOpt interior point solver. =A0It is included in the official
> > distribution of COIN IpOpt available athttps://projects.coin-or.org/Ipop=
t
>
> > I used it for convex programming and the performance is excellent (and
> > reported results in the literature are on-par with KNITRO). =A0However,
> > the memory demand depends a lot on the sparsity structure of the
> > problem, ymmv. =A0Also, the robustness and performance is crucially
> > dependant on which linear system solver is used, see the
> > recommendations on the IpOpt page.
>
> > As for the Matlab linprog/quadprog solvers, from my experience I
> > recommend against using them at all, even for small scale toy
> > problems. =A0They are seriously broken and I wonder how these solvers
> > can actually be sold as part of the Optimization toolbox, it seems no
> > effort went into principled testing during development as even
> > standard benchmark problems cause the solver to exit errorneously.
>
> > Sebastian
>
> I agree with Sebastian's recommendation but he is wrong about MOSEK.
> They do something for students. Also, I am assuming that the user has
> larger than student version size problems. Otherwise one could
> generate Matlab interfaces to solvers such as LOQO etc- Hide quoted text -=

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> - Show quoted text -