CUTEST.py: Python's CUTEst Interface

CUTEST.py is a Python interface package for modeling and solving optimization problems from CUTEst collection.

Dependencies

• CUTEst
• NLP.py
• Numpy

Installation

1. Clone this repo:

   git clone https://github.com/PythonOptimizers/NLP.py

2. In the folder cutest/tools, copy site.template.cfg to site.cfg and modify to your needs.

3. Install:

    python setup.py install
    python setup.py test

Example

>>> from cutest.model.cutestmodel import CUTEstModel

>>> model = CUTEstModel('ROSENBR')

>>> f = model.obj(model.x0)
>>> g = model.grad(model.x0)
>>> H = model.hess(model.x0)

Option

With the sifedecoder, you can check if the problem exists in differents size. For example, LUBRIFC problem exists in 3 differents size. To import the size you want, you just have to give as argument the sifparameter when you initiate your problem in Python. For example:

>>> from cutest.model.cutestmodel import CUTEstModel

>>> model = CUTEstModel('LUBRIFC', sifParams=['-param', 'NN=50'])