The JuMP Team announced the release of JuMP 0.5, an open-source algebraic modeling language in Julia, now with support for algebraic modeling of nonlinear problems using Ipopt with a familiar scalar-based syntax similar to AMPL and GAMS. JuMP can efficiently compute sparse Jacobians and Hessians for large-scale problems using reverse-mode automatic differentiation coupled with Julia’s powerful just-in-time compilation abilities to generate and compile specialized matrix generators at runtime, all in memory. For example code, see the documentation.
Benoit Chachuat announced a new project in COIN-OR: MC++ provides an implementation of various methods for computing bounds for factorable functions, in the form of convex/concave relaxations, Taylor models, or spectral bounds. A main objective in developing MC++ has been to make the bounds computation as simple and natural as possible, similar to existing interval arithmetic libraries. This way, MC++ can be quite useful for the fast prototyping and testing of new algorithms and ideas in global or robust optimization. See the MC++ project page for more information.