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Forum index » Science and Technology » Math » num-analysis
Free Nonlinear Optimization Package?
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Guest
PostPosted: Sun May 01, 2005 8:19 pm    Post subject: Free Nonlinear Optimization Package? Reply with quote
I have an optimization problem where the objective function is
nonlinear and there is no functional constraint. The feasible region is
a box, i.e., the optimization variables satisfy the constraints

xi_min <= x_i <= xi_max

where xi_min and xi_max are the bounds for variable xi.

Currently, I am using a general optimization package CFSQP to solve the
problem. I would like to know if there is a more robust and more
efficient free optimization package implemented in C or C++ that can be
used to solve my problem, i.e., "nonlinear objective function, no
functional constraint, and box shaped feasible region".

Thanks.
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Paul Victor Birke
science forum beginner


Joined: 01 May 2005
Posts: 10

PostPosted: Sun May 01, 2005 11:32 pm    Post subject: Re: Free Nonlinear Optimization Package? Reply with quote
http://groups.google.ca/groups?q=birke+pattern+search&hl=en&lr=&selm=jsfjc.5470%24Qcs.3916%40news04.bloor.is.net.cable.rogers.com&rnum=1

shahehe@gmail.com wrote:

Quote:
I have an optimization problem where the objective function is
nonlinear and there is no functional constraint. The feasible region is
a box, i.e., the optimization variables satisfy the constraints

xi_min <= x_i <= xi_max

where xi_min and xi_max are the bounds for variable xi.

Currently, I am using a general optimization package CFSQP to solve the
problem. I would like to know if there is a more robust and more
efficient free optimization package implemented in C or C++ that can be
used to solve my problem, i.e., "nonlinear objective function, no
functional constraint, and box shaped feasible region".

Thanks.
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Jeremy Watts
science forum Guru Wannabe


Joined: 24 Mar 2005
Posts: 239

PostPosted: Mon May 02, 2005 2:30 am    Post subject: Re: Free Nonlinear Optimization Package? Reply with quote
<shahehe@gmail.com> wrote in message
news:1114985981.673848.87020@o13g2000cwo.googlegroups.com...
Quote:
I have an optimization problem where the objective function is
nonlinear and there is no functional constraint. The feasible region is
a box, i.e., the optimization variables satisfy the constraints

xi_min <= x_i <= xi_max

where xi_min and xi_max are the bounds for variable xi.

Currently, I am using a general optimization package CFSQP to solve the
problem. I would like to know if there is a more robust and more
efficient free optimization package implemented in C or C++ that can be
used to solve my problem, i.e., "nonlinear objective function, no
functional constraint, and box shaped feasible region".

I have been thinking of providing free to use optimisation packages online.
i have written a load of linear algebra ones that are almost ready to go
live - its a shame you hadnt posted this in a few months time as the
optimisation ones would be done Smile
Quote:

Thanks.
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cw
science forum beginner


Joined: 02 May 2005
Posts: 2

PostPosted: Mon May 02, 2005 2:31 pm    Post subject: Re: Free Nonlinear Optimization Package? Reply with quote
On Sun, 01 May 2005 15:19:41 -0700, shahehe wrote:

Quote:
I have an optimization problem where the objective function is
nonlinear and there is no functional constraint. The feasible region is
a box, i.e., the optimization variables satisfy the constraints

xi_min <= x_i <= xi_max

where xi_min and xi_max are the bounds for variable xi.

Currently, I am using a general optimization package CFSQP to solve the
problem. I would like to know if there is a more robust and more
efficient free optimization package implemented in C or C++ that can be
used to solve my problem, i.e., "nonlinear objective function, no
functional constraint, and box shaped feasible region".

Thanks.

Check out COIN-OR

http://www.coin-or.org/index.html

There are a variety of tools available there. Should do what you need.
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Surendar Jeyadev
science forum beginner


Joined: 02 May 2005
Posts: 9

PostPosted: Mon May 02, 2005 4:47 pm    Post subject: Re: Free Nonlinear Optimization Package? Reply with quote
In article <1114985981.673848.87020@o13g2000cwo.googlegroups.com>,
<shahehe@gmail.com> wrote:
Quote:
I have an optimization problem where the objective function is
nonlinear and there is no functional constraint. The feasible region is
a box, i.e., the optimization variables satisfy the constraints

xi_min <= x_i <= xi_max

where xi_min and xi_max are the bounds for variable xi.

Currently, I am using a general optimization package CFSQP to solve the
problem. I would like to know if there is a more robust and more
efficient free optimization package implemented in C or C++ that can be
used to solve my problem, i.e., "nonlinear objective function, no
functional constraint, and box shaped feasible region".

It may not be the right way to call it, but in my book specifying a
feasible region is the same as imposing constraints, though, I suppose
one may want to distinguish between constraints on design variables
and constraints on the function values ...

In any case, try

B. V. Sheela and P. Ramamoorty, SWIFT - A New Constrained
Optimizsation Technique, Comp. Meth. Appl. Mechanics and
Engineering, 6 (1975) 309-318.


--

Surendar Jeyadev jeyadev1@wrc.xerox.com

The 1 in the email address is fake
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Nachiket Gokhale
science forum beginner


Joined: 02 May 2005
Posts: 1

PostPosted: Mon May 02, 2005 8:25 pm    Post subject: Re: Free Nonlinear Optimization Package? Reply with quote
shahehe@gmail.com wrote:
Quote:
I have an optimization problem where the objective function is
nonlinear and there is no functional constraint. The feasible region is
a box, i.e., the optimization variables satisfy the constraints

xi_min <= x_i <= xi_max

where xi_min and xi_max are the bounds for variable xi.

Currently, I am using a general optimization package CFSQP to solve the
problem. I would like to know if there is a more robust and more
efficient free optimization package implemented in C or C++ that can be
used to solve my problem, i.e., "nonlinear objective function, no
functional constraint, and box shaped feasible region".

Thanks.


http://www-unix.mcs.anl.gov/tao/

-Nachiket.
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Guest
PostPosted: Tue May 03, 2005 10:45 am    Post subject: Re: Free Nonlinear Optimization Package? Reply with quote
shahehe@gmail.com wrote:
Quote:
I have an optimization problem where the objective function is
nonlinear and there is no functional constraint. The feasible region
is
a box, i.e., the optimization variables satisfy the constraints

xi_min <= x_i <= xi_max

where xi_min and xi_max are the bounds for variable xi.

Currently, I am using a general optimization package CFSQP to solve
the
problem. I would like to know if there is a more robust and more
efficient free optimization package implemented in C or C++ that can
be
used to solve my problem, i.e., "nonlinear objective function, no
functional constraint, and box shaped feasible region".

Thanks.

Have a look at the bound-constrained optimisation section of the NEOS
Optimisation software guide:

http://www-fp.mcs.anl.gov/otc/Guide/SoftwareGuide/index.html

If you can link your code to Fortran, or just use Fortran - it's simple
enough, then I highly recommend the code TNBC linked at the above URL,
or directly at

http://www-fp.mcs.anl.gov/otc/Guide/SoftwareGuide/Blurbs/tn_tnbc.html

It proved really very robust for my work - more so than many other
library codes available. (You'll probably get a much wider choice of
good codes if you are able to use/link to Fortran - there's a lot of
well tested robust old code out there in FORTRAN 77 which will do your
job. You could look at running it through the f2c program to turn it
into C perhaps - but look for advice from others on this first...)

andy
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