NONLINEAR OPTIMIZATION IN MODELING ENVIRONMENTS: Software Implementations for Compilers, Spreadsheets, Modeling Languages, and Integrated Computing Systems

JÁNOS D. PINTÉR (jdpinterhfx.eastlink.ca)

Abstract: 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 the key advantages of these implementations. Test examples, well-known numerical challenges and client applications illustrate the usage of the implementations reviewed.

Keywords: nonlinear (convex and global) optimization; LGO solver suite; implementations for compiler platforms, spreadsheets, optimization modeling languages, and scientific-technical computing systems; illustrative applications and case studies.

Category 1: Optimization Software and Modeling Systems

Category 2: Global Optimization

Category 3: Applications -- Science and Engineering

Citation: To appear in: Jeyakumar and Rubinov, Eds., Continuous Optimization: Current Trends and Applications. Springer Science + Business Media, New York, 2005.

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Entry Submitted: 02/16/2005
Entry Accepted: 02/16/2005
Entry Last Modified: 02/16/2005

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