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

Janos D. Pinter (jdpinterhfx.eastlink.ca)

Abstract: 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 advocates the use of hybrid solution strategies, in the context of practical global optimization. Several non-trivial illustrative applications, taken from the literature or received from users of our software products, are also reviewed.

Keywords: nonlinear (convex and global) optimization; LGO model development and solver system; LGO solver engine for Excel; MathOptimizer for Mathematica; illustrative applications and case studies.

Category 1: Optimization Software and Modeling Systems

Category 2: Global Optimization

Category 3: Applications -- Science and Engineering

Citation: Research Report, PCS Inc., August 2002.Submitted for publication. (Invited contribution to: Annals of Operations Research.)

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Entry Submitted: 08/26/2002
Entry Accepted: 08/26/2002
Entry Last Modified: 08/26/2002

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