NLP solver?



  • I'd like to implement a NLP solver in REXYGEN, probably through the REXLANG block. This would focus on OCP , resp. NMPC finally. Do you think it's possible or is there any obvious serious problem preventing me from performing this idea? The result is expected to be quite similar to Matlab fmincon function for example. In case REXLANG is impossible to use, can I possibly call any ready-to-use external libraries?
    For example, porting YANE would be a nice experiment (http://www.nonlinearmpc.com).
    Thanx for sharing your opinion, Stepan



  • Hi Stepan,
    I'd go for an external C program for this purpose. The main reason is efficiency and speed of execution. REXLANG is interpreted at runtime, therefore it is slower than native binary code. Either you can use the EPC block or REST API of REXYGEN. These are the 2 most straightforward methods when it comes to external programs.

    Kind regards,
    Jaroslav