Optimization Software and Modeling Systems

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

  • János Pintér
    • Categories Applications - Science and Engineering, Global Optimization, Optimization Software and Modeling Systems

    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

    Numerical experience with solving MPECs as NLPs

  • Roger Fletcher
  • Sven Leyffer
    • Categories Complementarity and Variational Inequalities, Constrained Nonlinear Optimization, Optimization Software Benchmark Tags , , , ,

    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

    Solving second order cone programming via a reduced augmented system approach

  • Zhi Cai
  • Kim-Chuan Toh
    • Categories Linear, Cone and Semidefinite Programming, Optimization Software and Modeling Systems Tags , , ,

    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

    Parallel Interval Continuous Global Optimization Algorithms

  • Abdeljalil Benyoub
    • Categories Branch and Cut Algorithms, Global Optimization, Parallel Algorithms Tags , , , , ,

    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

    NEOS Server 4.0 Administrative Guide

  • Elizabeth D. Dolan
    • Categories Problem Solving Environments Tags , ,

    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: Sum of Squares Optimization Toolbox for MATLAB — User’s Guide

  • Antonis Papachristodoulou
  • Stephen Prajna
  • Pablo A. Parrilo
    • Categories Convex Optimization, Problem Solving Environments, Semi-definite Programming Tags ,

    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

    The NEOS Server for Optimization: Version 4 and Beyond

  • Elizabeth D. Dolan
  • Robert Fourer
  • Jorge Moré
  • Todd S. Munson
    • Categories Problem Solving Environments Tags , , ,

    We describe developments associated with Version 4 of the NEOS Server and note that these developments have led to an exponential growth in the number of job submissions. We also provide an overview of some of the research and educational uses for the NEOS Server and discuss future research challenges. Citation Preprint ANL/MCS-P947-0202, Argonne National … Read more

    Parallel Computing on Semidefinite Programs

  • Steven Benson
    • Categories Parallel Algorithms, Semi-definite Programming Tags , , ,

    This paper demonstrates how interior-point methods can use multiple processors efficiently to solve large semidefinite programs that arise in VLSI design, control theory, and graph coloring. Previous implementations of these methods have been restricted to a single processor. By computing and solving the Schur complement matrix in parallel, multiple processors enable the faster solution of … Read more

    CUTEr (and SifDec), a Constrained and Unconstrained Testing Environment, revisited

  • Nicholas I. M. Gould
  • Dominique Orban
  • Philippe L. Toint
    • Categories Nonlinear Optimization, Optimization Software Benchmark, Problem Solving Environments Tags , , , ,

    The initial release of CUTE, a widely used testing environment for optimization software was described by Bongartz, Conn, Gould and Toint. The latest version, now known as CUTEr, is presented. New features include reorganisation of the environment to allow simultaneous multi-platform installation, new tools for, and interfaces to, optimization packages, and a considerably simplified and … Read more

    Global Optimization: Software, Test Problems, and Applications

  • János Pintér
    • Categories Global Optimization, Global Optimization Applications, Optimization Software and Modeling Systems Tags , , , ,

    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