OPT++: An Object-Oriented Nonlinear Optimization Library

Description

OPT++ is a library of nonlinear optimization algorithms written in C++. The motivation for this package is to build an environment for the rapid prototyping and development of new optimization algorithms. In particular, the focus is on robust and efficient algorithms for problems in which the function and constraint evaluations require the execution of an expensive computer simulation. Currently, OPT++ includes the classic Newton methods, a nonlinear interior-point method, parallel direct search, generating set search, a trust region - parallel direct search hybrid, and a wrapper to NPSOL. Between these methods, a wide range of problems can be solved, e.g. with or without constraints, with or without analytic gradients, simulation based, etc.

Availability

OPT++ 2.4 is now available on a variety of platforms under the GNU Lesser General Public License. New features include:

starting point feasibility restoration in the NIPS method
function interfaces that allow void pointers for passing custom data
a reset capability that allows a user to declare an optimizer once and use it multiple times in an iterative process
bug fixes, including documentation corrections

If you have OPT++ 2.3, you can simply download a patchfile from the Bug Fixes and Updates section. If you would like to download a fresh copy of OPT++, we would like to ask that you that you please fill out the registration form on the Download Page first. This enables us to justify our work to management - we promise not to spam you unless you so desire.

Please note that, while our download locations have not changed, the locations of mailing lists and bugzilla have. The new addresses are:

Bugzilla: http://software.sandia.gov/bugzilla
Developers Mailing List: opt++-developers@software.sandia.gov
Users Mailing List: This is reserved for announcements of OPT++ releases and updates. You may subscribe when you download OPT++, or you may visit http://software.sandia.gov/mailman/listinfo/opt++-announce

Known Issues

Alas, there a few issues that we are aware of:

BLAS: The m4 macro that we obtained to detect BLAS libraries is a few years old, so there are a couple of cases where they are not detected correctly.
- Intel compilers (icpc/icc) - The Math Kernel Libraries (MKL) are not detected. If you want to make use of the BLAS from MKL, you will have to set the BLAS_LIBS environment variable to the appropriate path.
- MAC OS X - The BLAS are implemented a little differently on the MAC. In particular, they are implemented as frameworks and thus not detected as libraries. If you want to use the native MAC implementation, set the LDFLAGS environment variable to "-framework vecLib".
- SUN compilers (CC/cc) - Depending on which version of the compilers you have, you may or may not have a problem. The macro does not take into account some recent changes associated with the newer implementations. If there are problems, they will show up at link time. In that case, try setting the BLAS_LIBS environment variable to "/opt/SUNWspro/lib/libsunperf.so".
We will work on correcting these issues.
NPSOL: We had problems linking in NPSOL on the MAC platform. Try explicitly setting your FLIBS environment variable to "-L/sw/lib -lfrtbegin -lg2c -lm -lgcc". That may or may not do the trick. We also had problems linking NPSOL with the GNU 4.0.2 compilers. We will keep working on both these issues.
XML/GUI: The XML and GUI interface has not been updated yet, so it is currently not available with this version. We will get this finished and distribute a patch file as quickly as we can.
PGI Compilers: In our testing, we found that autotools was adding an invalid item to the list of libraries when using the PGI compilers. This causes the build of the test problems to break. We have not yet isolated the problem, but in the the meantime, it is an easy fix. If "make check" fails, go into the "Makefile" in each of the test directories (tests/constraints, tests/hock, tests/npsol, tests/parallel, and tests/uncon) and search for "FLIBS". Delete the first entry in the list, "-lm'"...it is that extra single quote that is the culprit. Then try "make check" again.

Bug Fixes and Updates

This section contains patch files with bug fixes and updates for OPT++ 2.4.

Once you have downloaded the patch file, place it in your OPT++ directory and issue the command "patch -p1 < {patch file name}". Please note that these patches must be applied in order.

Update from OPT++ 2.3 to OPT++ 2.4. (patchfile)

You should now be able to build OPT++ 2.4 by following the instructions in the Installation Documentation.

Documentation

More detailed information on the OPT++ library can be found in any of the following places:

Online Documentation,
Downloadable tar file with pre-built HTML documentation (Expand the tar file by doing "tar zxvf opt++2.4_doc.tgz". Then open opt++2.4_doc/html/index.html with your favorite browser to get started.), or
J. C. Meza, R. A. Oliva, P. D. Hough, and P. J. Williams, "OPT++: An Object-Oriented Class Library for Nonlinear Optimization", ACM Transactions on Mathematical Software, to appear.

Current Developers

Patty Hough, Sandia National Laboratories
Juan Meza, Lawrence Berkeley National Laboratory
Ricardo Oliva, Sabio Labs, Inc.
Pam Williams, Sandia National Laboratories

Contacts

For questions, comments, or more information, please contact the OPT++ Developers. Please submit bug reports through Bugzilla.