[AMPL 2866] Nonsmooth solvers

[pioneer]

Speaking of nonsmooth solvers, does anyone know a nonsmooth solver
that easily can be hooked up with AMPL?



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[A. Ismael F. Vaz]

Dear Pioneer,

There are several solver for derivative-free optimization. See below a list. You can Google it by the solver name or ask for details.

While many of them does not have an AMPL interface, it is always possible to interface it (in some cases it requires some level of expertise in programming languages like C or Fortran).

If the solver is in MATLAB you can use the AMPL-MATLAB interface (I can provide one mex file for MATLAB under windows XP).

A few of them are also available in the NEOS server, accepting problems in AMPL format.

Best regards,
Ismael

MCS
TOMLAB/GLB
TOMLAB/GLC
DAKOTA/DIRECT
DAKOTA/PATTERN
DAKOTA/SOLIS−WETS
DAKOTA/APPS
NEWUOA
BOBYQA
TOMLAB/CGO
TOMLAB/RBF
DAKOTA/EA
ASA
NOMAD
DFO
FMINSEARCH
IMFIL
SID−PSM
PSWARM
SNOBFIT
TOMLAB/LGO
CMA−ES
GLOBAL

> -----Original Message-----
> From: ampl@... [mailto:ampl@...] On
> Behalf Of pioneer
> Sent: segunda-feira, 5 de Outubro de 2009 17:55
> To: AMPL Modeling Language
> Subject: [AMPL 2866] Nonsmooth solvers
>
>
> Speaking of nonsmooth solvers, does anyone know a nonsmooth
> solver that easily can be hooked up with AMPL?
>
>
>
> >
>

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You have to distinguish between nonsmooth and derivative-free solvers.
The latter do not use derivatives but may fail on nonsmooth problems.
There
is a solver at NEOS (CONDOR) which can solve small nonsmooth problems
as
the sample submission problems show.

On Oct 5, 9:55 am, pioneer <spencer.m...@...> wrote:
> Speaking of nonsmooth solvers, does anyone know a nonsmooth solver
> that easily can be hooked up with AMPL?
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