In the paper it is shown how to utilize the flexibility in native Java arrays for matrix computations. Suitable datastructures for symmetric and sparse matrices are introduced. A disadvantage of the native Java arrays is shown when used as two-dimensional array for dense matrix computation. Numerical results show that the efficiency is not lost using … Read more
The Watson Sparse Matrix Package (WSMP) is a high-performance robust direct solver for both symmetric and unsymmetric large sparse systems of linear equations. Currently, it works in serial, multi-threaded parallel, message-passing parallel, and a combination of message-passing and multi-threaded modes on IBM RS6000 with AIX and IA32 with Linux. The symmetric solver has features to … Read more
RIOTS_95 is a group of programs and utilities, written mostly in C, Fortran and M-file scripts and designed as a toolbox for MATLAB, that provides an interactive environment for solving a very broad class of optimal control problems (OCP’s). RIOTS_95 comes pre-compiled for use with the Windows 95/98/2000 or Windows NT operating systems. The user’s … Read more
This paper describes an active-set algorithm for large-scale nonlinear programming based on the successive linear programming method proposed by Fletcher and Sainz de la Maza. The step computation is performed in two stages. In the first stage a linear program is solved to estimate the active set at the solution. The linear program is obtained … Read more
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
This paper describes numerical experience with solving MPECs as NLPs on a large collection of test problems. The key idea is to use off-the-shelf NLP solvers to tackle large instances of MPECs. It is shown that SQP methods are very well suited to solving MPECs and at present outperform Interior Point solvers both in terms … Read more
The standard Schur complement equation based implementation of interior-point methods for second order cone programming may encounter stability problems in the computation of search directions, and as a consequence, accurate approximate optimal solutions are sometimes not attainable. Based on the eigenvalue decomposition of the $(1,1)$ block of the augmented equation, a reduced augmented equation approach … Read more
We theorically study, on a distributed memory architecture, the parallelization of Hansen’s algorithm for the continuous global optimization with inequality constraints, using interval arithmetic. We propose a parallel algorithm based on a dynamic redistribution of the working list among the processors. On the other hand, we exploit the reduction technique, developped by Hansen, for computing … Read more
The NEOS Server 4.0 provides a general Internet-based client/server as a link between users and software applications. The administrative guide covers the fundamental principles behind the operation of the NEOS Server, installation and trouble-shooting of the Server software, and implementation details of potential interest to a NEOS Server administrator. The guide also discusses making new … Read more
SOSTOOLS is a free MATLAB toolbox for formulating and solving sum of squares (SOS) optimization programs. It uses a simple notation and a flexible and intuitive high-level user interface to specify the SOS programs. Currently these are solved using SeDuMi, a well-known semidefinite programming solver, while SOSTOOLS handles internally all the necessary reformulations and data … Read more