Problem Solving Environments

Data Fitting and Experimental Design in Dynamical Systems with EASY-FIT ModelDesign

  • Klaus Schittkowski
    • Categories Nonlinear Systems and Least-Squares, Problem Solving Environments, Systems governed by Differential Equations Optimization

    EASY-FIT is an interactive software system to identify parameters and compute optimal designs in explicit model functions, steady-state systems, Laplace transformations, systems of ordinary differential equations, differential algebraic equations, or systems of one-dimensional time dependent partial differential equations with or without algebraic equations. Proceeding from given experimental data, i.e. observation times and measurements, the minimum … Read more

    Fast Moreau Envelope Computation I: Numerical Algorithms

  • Yves Lucet
    • Categories Convex Optimization, Nonsmooth Optimization, Problem Solving Environments Tags , , , , , ,

    The present article summarizes the state of the art algorithms to compute the discrete Moreau envelope, and presents a new linear-time algorithm, named NEP for NonExpansive Proximal mapping. Numerical comparisons between the NEP and two existing algorithms: The Linear-time Legendre Transform (LLT) and the Parabolic Envelope (PE) algorithms are performed. Worst-case time complexity, convergence results, … Read more

    Global Optimization Toolbox for Maple: An Introduction with Illustrative Applications

  • Paulina Chin
  • János Pintér
  • David Linder
    • Categories Applications - OR and Management Sciences, Global Optimization, Problem Solving Environments

    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

    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

    RIOTS_95–a MATLAB Toolbox for Solving General Optimal Control Problems And Its Applications to Chemical Processes

  • YangQuan Chen
  • Adam L. Schwartz
    • Categories Chemical Engineering, Problem Solving Environments, Systems governed by Differential Equations Optimization Tags , , , , ,

    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

    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. CitationPreprint ANL/MCS-P947-0202, Argonne National Laboratory … 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

    GloptiPoly – Global Optimization over Polynomials withMatlab and SeDuMi

  • Didier Henrion
  • Jean-Bernard Lasserre
    • Categories Global Optimization, Problem Solving Environments, Semi-definite Programming

    GloptiPoly is a Matlab/SeDuMi add-on to build and solve convex linear matrix inequality relaxations of the (generally non-convex) global optimization problem of minimizing a multivariable polynomial function subject to polynomial inequality, equality or integer constraints. It generates a series of lower bounds monotonically converging to the global optimum. Numerical experiments show that for most of … Read more