MatthewPeterKelly / MatthewPeterKelly/OptimTraj

More NLP Solver Options for OptimTraj

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enhancement
Dominant language
MATLAB
Stars
703
Forks
219
PR merge metrics
No merged PRs in 30d

Description

The MATLAB code fminsdp: https://www.mathworks.com/matlabcentral/fileexchange/43643-fminsdp would make it really easy for OptimTraj to easily switch between several different 3rd party NLP solvers like IPOPT, SNOPT, KNITRO, and fmincon, assuming the user already has them installed. The documentation says that fminsdp is designed for small-scale optimization problems, but as long as there are no matrix inequality constraints (which is the novelty of fminsdp), fminsdp should be able to solve large-scale NLP problems (like those formulated from an optimal control problem by OptimTraj) via the third-party solvers. The fminsdp and fmincon interfaces are almost the same, so you would basically just have to replace the fmincon call in the OptimTraj code to fminsdp.

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First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

Start by locating the fmincon call in the OptimTraj code and compare its interface with the referenced fminsdp documentation. Check how IPOPT, SNOPT, KNITRO, and fmincon would be selected when installed. Done means OptimTraj can switch among these NLP solvers without matrix inequality constraints.

Written by the indexing model from the issue text.

Assessment

Tech stack
matlab
Domain
tooling
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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