Symbuilder with multiple initial points

[Toit Mouton]

I'm solving a non-convex optimization problem with Symbuilder and have to run the optimization with a number of different initial points. Every time I call Solve, with a new initial point, it rebuilds the problem and recompiles the C file. Is there a way to get around this?

[Jonathan Currie]

Hi Toit, apologies for the delay.

This was quite an oversight from the original design, so thank you for raising it. I have pushed a fix to the OPTI master branch which now allows you to vary x0 without rebuilding the object:

clear

B = SymBuilder();

B.AddObj('(x1-x2)^4 + (x2+x3-2)^2+ (x4-1)^2 + (x5-1)^2');

B.AddCon('x1^2 + 3*x2 = 4');

Build(B)

options = optiset('solver','ipopt');

symset = symbset('cbmode','ccode','optiOpts',options);

% Solve Problem

x0 = [0;0;0;0;0];

[~,fval,~,info] = Solve(B,x0,symset)

%% Re-Solve Problem from Different Starting Point

x0 = [0;-1e4;0;0;1e1];

[~,fval,~,info] = Solve(B,x0,symset)

Jonathan

On Sun, Nov 18, 2018 at 8:26 AM Toit Mouton <dtmo...@gmail.com> wrote:

I'm solving a non-convex optimization problem with Symbuilder and have to run the optimization with a number of different initial points. Every time I call Solve, with a new initial point, it rebuilds the problem and recompiles the C file. Is there a way to get around this?

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