Optimization Software and Modeling Systems

Algorithm xxx: APPSPACK 4.0: Asynchronous Parallel Pattern Search for Derivative-Free Optimization

  • Genetha Gray
  • Tamara Kolda
    • Categories Bound-constrained Optimization, Optimization Software and Modeling Systems, Parallel Algorithms Tags , , ,

    APPSPACK is software for solving unconstrained and bound constrained optimization problems. It implements an asynchronous parallel pattern search method that has been specifically designed for problems characterized by expensive function evaluations. Using APPSPACK to solve optimization problems has several advantages: No derivative information is needed; the procedure for evaluating the objective function can be executed … Read more

    Parallel Greedy Randomized Adaptive Search Procedures

  • Mauricio G.C. Resende
  • Celso C. Ribeiro
    • Categories Meta Heuristics, Parallel Algorithms Tags , , , ,

    A GRASP (Greedy Randomized Adaptive Search Procedure) is a metaheuristic for producing good-quality solutions of combinatorial optimization problems. It is usually implemented with a construction procedure based on a greedy randomized algorithm followed by local search. In this Chapter, we survey parallel implementations of GRASP. We describe simple strategies to implement independent parallel GRASP heuristics … Read more

    The Design and Implementation of a Generic Sparse Bundle Adjustment Software Package Based on the Levenberg-Marquardt Algorithm

  • Antonis Argyros
  • Manolis Lourakis
    • Categories Basic Sciences Applications, Nonlinear Systems and Least-Squares, Optimization Software and Modeling Systems Tags , , , , ,

    Bundle adjustment using the Levenberg-Marquardt minimization algorithm is almost invariably used as the last step of every feature-based structure and motion estimation computer vision algorithm to obtain optimal 3D structure and viewing parameter estimates. However, due to the large number of unknowns contributing to the minimized reprojection error, a general purpose implementation of the Levenberg-Marquardt … Read more

    Proximal-ACCPM: a versatile oracle based optimization method

  • Frédéric Babonneau
  • Cesar Beltran
  • Jean-Philippe Vial
  • Alain Haurie
  • Claude Tadonki
    • Categories Applications - OR and Management Sciences, Convex and Nonsmooth Optimization, Optimization Software and Modeling Systems Tags , , , , , ,

    Oracle Based Optimization (OBO) conveniently designates an approach to handle a class of convex optimization problems in which the information pertaining to the function to be minimized and/or to the feasible set takes the form of a linear outer approximation revealed by an oracle. We show, through three representative examples, how difficult problems can be … Read more

    An Improved Algorithm for Biobjective Integer Programs

  • Ted K. Ralphs
  • Matthew Saltzman
  • Margaret Wiecek
    • Categories Branch and Cut Algorithms, Multi-Criteria Optimization, Problem Solving Environments Tags , , , , , , , ,

    A parametric algorithm for identifying the Pareto set of a biobjective integer program is proposed. The algorithm is based on the weighted Chebyshev (Tchebycheff) scalarization, and its running time is asymptotically optimal. A number of extensions are described, including: a technique for handling weakly dominated outcomes, a Pareto set approximation scheme, and an interactive version … Read more

    Performance of CONDOR, a Parallel, Constrained extension of Powell’s UOBYQA algorithm. Experimental results and comparison with the DFO algorithm.

  • Hugues Bersini
  • Frank Vanden Berghen
    • Categories Constrained Nonlinear Optimization, Optimization of Systems modeled by PDEs, Parallel Algorithms Tags , , ,

    This paper presents an algorithmic extension of Powell’s UOBYQA algorithm (”Unconstrained Optimization BY Quadratical Approximation”). We start by summarizing the original algorithm of Powell and by presenting it in a more comprehensible form. Thereafter, we report comparative numerical results between UOBYQA, DFO and a parallel, constrained extension of UOBYQA that will be called in the … Read more

    Benchmarking Optimization Software with COPS 3.0

  • Elizabeth D. Dolan
  • Jorge Moré
  • Todd S. Munson
    • Categories Constrained Nonlinear Optimization, Optimization Software Benchmark

    We describe version 3.0 of the COPS set of nonlinearly constrained optimization problems. We have added new problems, as well as streamlined and improved most of the problems. We also provide a comparison of the FILTER, KNITRO, LOQO, MINOS, and SNOPT solvers on these problems. Citation Technical Report ANL/MCS-TM-273, Argonne National Laboratory, 02/04. Article Download … Read more

    On Implementing Self-Regular Proximity Based Feasible IPMs

  • Jiming Peng
  • Tamás Terlaky
  • Guoqing Zhang
  • Xiaohang Zhu
    • Categories Linear Programming, Optimization Software Benchmark Tags , ,

    Self-regular based interior point methods present a unified novel approach for solving linear optimization and conic optimization problems. So far it was not known if the new Self-Regular IPMs can lead to similar advances in computational practice as shown in the theoretical analysis. In this paper, we present our experiences in developing the software package … Read more

    Fortran subroutines for network flow optimization using an interior point algorithm

  • Joaquim J. Júdice
  • João Patrício
  • Luis F. Portugal
  • Mauricio G.C. Resende
  • Geraldo Veiga
    • Categories Network Optimization, Optimization Software and Modeling Systems Tags , ,

    We describe FORTRAN subroutines for network flow optimization using an interior point network flow algorithm. We provide FORTRAN and C language drivers, as well as C language functions that, together with the subroutines, make up PDNET (Portugal, Resende, Veiga, and Júdice, 2000). The algorithm is described in detail and its implementation is outlined. Usage of … Read more

    LPFML: A W3C XML Schema for Linear and Integer Programming

  • Robert Fourer
  • Kipp Martin
  • Leonardo B. Lopes
    • Categories Modeling Languages and Systems, Optimization Software and Modeling Systems, Optimization Software Design Principles Tags , , ,

    There are numerous algebraic modeling languages for generating linear programs and numerous solvers for computing solutions to linear programs. This proliferation of modeling languages and solvers is frustrating to modelers who find that only certain languages connect to certain solvers. One way to encourage modeler-solver compatibility is to use a standard representation of a problem … Read more