PSOPT R4 now on GitHub

[Victor Becerra]

Dear PSOPT user group

Following almost 4 years since I posted a beta version of Release 4 on GitHub in August 2015, I have today posted the actual release 4.0 of PSOPT on GitHub.

Unfortunately, during the last few years I have been rather busy at work, which has left little time to dedicate to the maintenance and development of PSOPT.

However, more recently, I have had some time which has enabled me to incorporate some improvements into the code, including updates and bug fixes that have been suggested by users.

Here is a summary of what is new in Release 4 from the documentation:

1. PSOPT now builds on the latest long term Ubuntu release, which is Ubuntu 18.04.

2. Support of newer versions of IPOPT (3.12.12) and ADOL-C (2.6.3).

3. Fixing of various memory leaks (with thanks to Flavio Santes)

4. Improvements and corrections to local mesh refinement procedure (with thanks to Emmanuel Schneider)

5. General improvements to the code and the user interface.

6. Fixing of various bugs (with thanks to Flavio Santes and Emmanuel Schneider)

7. Support for a newer version of Gnuplot (4.4).

8. Additional examples

9. Removed support for the SNOPT NLP solver (this can be reinstated by users, if desired, but will need some work. The source code for the old interface is still there but

it does not work at present).

10. Removed support for Microsoft Windows (this can be reinstated by users if desired. The old Makefiles are still part of the distribution, but they have not been updated)

I have tested the build script on my installation of Ubuntu 18.04. I would strongly suggest that you use the same distribution and version number. If you use a different version or distribution, it may work, but you may find some difficulties.

To install the new version on Ubuntu 18.04, you just need to download the file install-ubuntu-18.04.sh you your ~/Downloads folder, and run it from a shell script:

> sh ./install-ubuntu-18.04.sh

I am always glad to welcome suggestions, comments and bug reports.

Enjoy!

Victor Becerra

[opc.fa...@gmail.com]

Dear  Professor,

I'm using PSOPT 4.01 on Ubuntu 18.04. The main settings I used in my own problem formulation are:

         problem.phases(1).nodes = 5001;

    algorithm.nlp_method                  = "IPOPT";
    algorithm.scaling                     = "automatic";
    algorithm.derivatives                 = "automatic";
    algorithm.hessian                     = "exact";
    algorithm.collocation_method          = "trapezoidal";

In my problem, I have 3 states and 1 control, with fixed terminal time. My intention was to test whether PSOPT can be used for large scale optimal control problems with automatic differentiation on both derivatives and hessian. However, when running my code, on screen after it was shown that ADOLC detects the sparsity of Jacobian, the program failed, showing 'segmentation fail (core dumped)'.

I have seen posts in this user group long ago that ADOLC fail for large scale problems. May I ask is this problem still there in the newest version release? In PSOPT manual, it suggests user to use numerical approach to evaluate Hessian. However, it is my intention to use exact or automatic differentiation for Hessian.

Is there any quick solution to fix this problem in PSOPT and/or ADOLC? Or other automatic differentiation tools have to be used? Is there any tool to generate derivatives and Hessian equations explicitly so that they can be used by PSOPT and IPOPT?

Thank you.