experience with optimization packages?
- To: mathgroup at smc.vnet.net
- Subject: [mg29193] experience with optimization packages?
- From: Ben Jacobson <bjacobson at illumitech.com>
- Date: Sat, 2 Jun 2001 05:54:47 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
Dear Mathgroup, We're considering purchasing either Global Optimization or Industrial Optimization, both third-party add-on packages being marketed by Wolfram. Does anyone have any experience with these? We want to optimize a complex system, where the system performance will be calculated by an external, commercial simulation program that's called by Mathematica. We have the simulation program and have successfully run some initial cases using a different optimization package, and we're interested in whether the commercial packages from Wolfram can provide a better optimization engine. The problems are intrinsically nonlinear and non-analytic--that is, there's no way to calculate derivatives except numerically, and even that is tough because of the number of function evaluations and the amount of noise in the simulation result. Ben Jacobson