MathOptimizer: A nonlinear optimization package for Mathematica users

Mathematica is an advanced software system that enables symbolic computing, numerics, program code development, model visualization and professional documentation in a unified framework. Our MathOptimizer software package serves to solve global and local optimization models developed using Mathematica. We introduce MathOptimizer’s key features and discuss its usage options that support a range of operational modes. … Read more

Nonlinear Optimization with GAMS /LGO

The Lipschitz Global Optimizer (LGO) software integrates global and local scope search methods, to handle nonlinear optimization models. Here we discuss the LGO implementation linked to the General Algebraic Modeling System (GAMS). First we review the key features and basic usage of the GAMS /LGO solver option, then present reproducible numerical results to illustrate its … Read more

Global Optimization Toolbox for Maple: An Introduction with Illustrative Applications

This article presents a concise review of the scientific–technical computing system Maple and its application potentials in Operations Research, systems modeling and optimization. The primary emphasis is placed on nonlinear optimization models that may involve complicated functions, and/or may have multiple – global and local – optima. We introduce the Global Optimization Toolbox to solve … Read more

NONLINEAR OPTIMIZATION IN MODELING ENVIRONMENTS: Software Implementations for Compilers, Spreadsheets, Modeling Languages, and Integrated Computing Systems

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 … Read more

Global and Convex Optimization in Modeling Environments: Compiler-Based, Excel, and Mathematica Implementations

We present a review of several software products that serve to analyze and solve nonlinear (specifically including global) optimization problems across different hardware and software platforms. The implementations discussed are LGO, as a stand-alone, but compiler-dependent modeling and solver environment; its Excel platform implementation; and MathOptimizer, a native solver package for Mathematica users. The discussion … Read more

Global Optimization: Software, Test Problems, and Applications

We provide a concise review of the most prominent global optimization (GO) strategies currently available. This is followed by a discussion of GO software, test problems and several important types of applications, with additional pointers. The exposition is concentrated around topics related to continuous GO, although in certain aspects it is also pertinent to analogous … Read more