Opti: Lowering the Barrier Between Open Source Optimizers and the Industrial MATLAB User

For those interested in tackling industrial optimization problems, typical approaches include either purchasing a sophisticated and often specialised solver perhaps with accompanying consulting support, using an internet-based optimization server or using a Matlab toolbox. While there are a number of open source optimization solvers that enable one to solve a wide range of continuous and discrete, linear and nonlinear, medium and large-scale optimization problems, only a few contain useable pre-compiled binaries for Windows. The initiative described in this work, Opti, bridges this gap by providing an intuitive object-based general optimization platform that interfaces with many of those freely available, and those with low or no-cost licence requirements, high-quality optimization codes all accessible within the rapid development environment Matlab. The user needs not compile or build the various tools, but still leverages off the advantages of using high-end desktop hardware (such as 64bit multi-core processors) and remaining in a powerful and familiar development environment.