Recent developments in integer-programming software systems have tremendously improved our ability to solve large-scale instances. We review the major algorithmic components of state-of-the-art solvers and discuss the options available to users to adjust the behavior of these solvers when default settings do not achieve the desired performance level. Furthermore, we highlight advances towards integrated modeling … Read more
SparesPOP is a MATLAB implementation of a sparse semidefinite programming (SDP) relaxation method proposed for polynomial optimization problems (POPs) in the recent paper by Waki et al. The sparse SDP relaxation is based on a hierarchy of LMI relaxations of increasing dimensions by Lasserre, and exploits a sparsity structure of polynomials in POPs. The efficiency … Read more
Swarm Intelligence (SI) is the property of a system whereby the collective behaviors of (unsophisticated) entities interacting locally with their environment cause coherent functional global patterns to emerge. SI provides a basis with wich it is possible to explore collective (or distributed) problem solving without centralized control or the provision of a global model. In … Read more
Swarm Intelligence (SI) is the property of a system whereby the collective behaviors of (unsophisticated) entities interacting locally with their environment cause coherent functional global patterns to emerge. SI provides a basis with wich it is possible to explore collective (or distributed) problem solving without centralized control or the provision of a global model. To … Read more
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
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
We present an overview of noncommercial software tools for the solution of mixed-integer linear programs (MILPs). We first review solution methodologies for MILPs and then present an overview of the available software, including detailed descriptions of eight software packages available under open source or other noncommercial licenses. Each package is categorized as a black box … Read more
OOPS is an object oriented parallel solver using the primal dual interior point methods. Its main component is an object-oriented linear algebra library designed to exploit nested block structure that is often present is truly large-scale optimization problems. This is achieved by treating the building blocks of the structured matrices as objects, that can use … Read more
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
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