We present a review of several professional software products that serve to analyze and solve nonlinear (global and local) optimization problems across a variety of hardware and software environments. The product versions discussed have been implemented for compiler platforms, spreadsheets, algebraic (optimization) modeling languages, and for integrated scientific-technical computing systems. The discussion highlights some of the key advantages of these implementations. Test examples, well-known numerical challenges and client applications illustrate the usage of the implementations reviewed.
Citation
To appear in: Jeyakumar and Rubinov, Eds., Continuous Optimization: Current Trends and Applications. Springer Science + Business Media, New York, 2005.