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Topic: [ANN] MATLAB fsolve and ode* solvers - now available in Python with
automatic differentiation

Replies: 0

 dmitrey Posts: 7 Registered: 6/16/11
[ANN] MATLAB fsolve and ode* solvers - now available in Python with
automatic differentiation

Posted: Oct 5, 2013 5:12 AM

Hi all,

1) MATLAB fsolve has been connected to free Python framework OpenOpt (http://openopt.org); as well as fmincon, currently it's available for Python 2 only. Unlike scipy.optimize fsolve, it can handle sparse derivatives, user-supplied or from FuncDesigner automatic differentiation.

See the example with 15000 equations http://trac.openopt.org/openopt/browser/PythonPackages/FuncDesigner/FuncDesigner/examples/snle15000.py

2) several MATLAB ODE dy/dt = f(y,t) solvers (ode15s, ode23, ode113, ode23t, ode23tb, ode45, ode23s) have been connected to free OpenOpt Suite package (possibly with FuncDesigner automatic differentiation) in addition to scipy_lsoda (scipy.integrate.odeint), see the example with 3 equations http://trac.openopt.org/openopt/browser/PythonPackages/FuncDesigner/FuncDesigner/examples/ode_matlab.py
and another one with 150 equations http://trac.openopt.org/openopt/browser/PythonPackages/FuncDesigner/FuncDesigner/examples/ode2.py

Currently only reltol parameter is available; future plans may include abstol, Python3 and PyPy support, solver ode15i for solving f(dy/dt, y, t) = 0, possibility to use single MATLAB session for several ODE probs.

Sparse matrices handling is implemented for fmincon and fsolve but not ode solvers yet.

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Regards, D.
http://openopt.org/Dmitrey