MathGroup Archive 1998

[Date Index] [Thread Index] [Author Index]

Search the Archive

experience with Global Optimization application?



Has anyone had any experiences (good or bad) with the Global
Optimization Application (a third-party application) discussed on
Wolfram's website?

More specfically, I've been using another system for doing nonlinear
optimization, typically on problems with quadratic objective functions
and a hundred linear constraints and choice variables.  I don't expect
Mathematica (epsecially with a grid search) to be as fast; I just want
it to be tolerable (less than 30 minutes) as opposed to 30 seconds.

Thanks in advance for any info.


To quote from the Mathematicathematic website re "Global Optimization":

Global Optimization is a package that performs nonlinear global
optimization. It uses the Mathematica system as an interface for
defining the nonlinear system to be solved and for computing numeric
function values. Any function computable by Mathematica can be used as
input, including degree of fit of a model against data and simulation
models.

The package uses a unique grid refinement algorithm. This algorithm is
based on the identification of feasible points which define the
solution set at each iteration. As lower points are found during the
grid refinement process, points far from the current optimum are pruned
from the solution set. As a result, multiple minima can be found in a
single run--if they exist. The algorithm can also identify optimal
regions rather than only a single point. These optimal regions might
represent the bounds on feasible management strategies that achieve an
equivalent result, or they might depict confidence limits for a
parameter estimation problem. Nonlinear inequality constraints, which
may even define disjunct parameter search spaces, are allowed.

Advanced mathematics is not required to use Global Optimization.
Derivatives are not required, and the function need not even be
differentiable. Robust solutions are provided with the goal of saving
time for the user by finding all optimal solutions in a single run.

Developed and supported by Loehle Enterprises.



  • Prev by Date: Question about Mathematica
  • Next by Date: Help coloring plot
  • Prev by thread: Re: Question about Mathematica
  • Next by thread: Help coloring plot