About site: Math/Operations Research - Global (and Local) Optimization
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  About site: http://www.mat.univie.ac.at/~neum/glopt.html

Title: Math/Operations Research - Global (and Local) Optimization Archive of information on global and local optimization.
Global_Optimization Links to global optimization.

INFORMS_OR/MS_Resource_Collection Edited by Michael Trick.

Inventory_Control_Related_Sites Annotated index of sites for inventory (stock) control.

Logistics__The_WWW_Virtual_Library All the logistic links you ever need.

Mathematical_Programming_Glossary Glossary used in the field of optimization.

Maths,_Stats_&_OR_Network Incorporates many of the relevant resources.


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This is now2007.com cache of m/ as retrieved on 2009.01.09 now2007.com's cache is the snapshot that we took of the page as we crawled the web. The page may have changed since that time.
Global Optimization

Global Optimization

Global Search, As Timely As Ever``Consider everything. Keep the good. Avoid evilwhenever you notice it.''(1 Thess. 5:21-22)New -COCONUT Introduction -Techniques Software (global) -Software (local) -Test ProblemsApplications -Other Optimization -Related Topics People -Open Positions in Global OptimizationThis is a comprehensive archive of online information on (almost exclusively non-commercial) global optimization, and somewhat less comprehensive on local optimization, collected by Arnold Neumaier on the web serverhttp://www.mat.univie.ac.at/~neum/glopt.html of the Computational Mathematics group at the University of Vienna,Austria. Later on this page there is aTable of Contents of this Site.Please help to keep the archive up to date by informing me at Arnold.Neumaier@univie.ac.at about new or missing electronic documents related to public domainwork on global optimization, and about links that are no longer working.Related, but not formally part of this site are two other sitesmaintained by our research group in Vienna: The GICOLAG web site, featuring the slides of most talks of the visiting and research program''Global Optimization - Integrating Convexity, Optimization, Logic Programming, and Computational Algebraic Geometry'',held by theInternational Erwin Schrödinger Institute for Mathematical Physics (ESI)Vienna, Austria from October 1 - December 23, 2006.The slides give an accurate snapshot of the state of the art incomplete global optimization as of December 2006. The COCONUT web site with many links specifically devoted to the activities of the European COCONUT project, with the goal of integrating various existing complete approaches to global optimization into a uniform whole, and acurrent foow-up project.

Open Positions in Global Optimization

Past Positions in Global Optimization

New New New New New New New

BMIBNB, Global solver for nonconvex problems in the YALMIP modeling environment (in Matlab, by Johan Löfberg) Black Box Optimization with Data Analysisfor the global optimization of smooth problems with expensive objective and/or constraints (by Kevin Kofler)25 difficult global optimisation problems related to spaceraft interplanetary trajectory optimisationGlobal optimization and constraint satisfaction(slides of my GICOLAG talk)The 2006Beale-Orchard-Hays Prize for Excellence in Computational Mathematical Programming went to Nick Sahinidis and Mohit Tawarmalanifor their paper describing the global optimization package BARONLaGO, Branch and Cut algorithm for nonconvex mixed integer nonlinear programs GICOLAG, Global Optimization - Integrating Convexity, Optimization, Logic Programming, and Computational Algebraic Geometry,A visiting and research program by theInternational Erwin Schrödinger Institute for Mathematical Physics (ESI)Vienna, Austria, October 1 - December 23, 2006The NEOS Server offers BARON for the solution of global optimization problems in GAMS format (excellent package!)Constrained global optimization (pdf, 225K),slides of a lecture (by Arnold Neumaier)RSOLVER (by Stefan Ratschan)for solving quantified inequality constraints. Examples include: projecting the solution set of a set of inequality constraints to two dimensions. Books and papers on global optimization (Google scholar search)Online Papers in Global Optimization (a random collection of about 300 papers)ICOS, rigorous complete solver for continuous constraintsatisfaction problems Comparison of Global SolversWithin the COCONUT project, we performed extensive tests of the global solvers BARON, GlobSol, ICOS, LGO, LINGO, OQNLP, Premium Solver, MINOS, and COCOS (the solver in the alpha test version of the COCONUT environment) for various sublibraries of the COCONUT benchmark.SNOBFIT, MATLAB 6 package for the robust and fast solution of optimization problems with continuous variables varying within bound, possibly subject to additional soft constraintsW. Huyer,A comparison of some algorithms for bound constrained globaloptimization, Manuscript (2004). (pdf file, 69K)The paper contains comparisons of the three heuristic global optimization programs MCS, Global, PGSL, using black box function evaluation only.The COCONUT environment is publicly available in an alpha test version since March 20, 2004. A. Neumaier,Complete Search in Continuous Global Optimization and Constraint Satisfaction, pp. 271-369 in: Acta Numerica 2004 (A. Iserles, ed.),Cambridge University Press 2004.This almost book-sized survey covers the state of the art of techniques for solving general purpose constrained global optimization problems and continuous constraint satisfaction problems, with emphasis on complete techniques that provably find all solutions (if there are finitely many).The core of the material is presented in sufficient detail thatthe survey may serve as a text for teaching constrained global optimization. Fortran 95 version (adapted by Alan Miller) of the Derivative-Free Boender-Timmer-Rinnoy Kan Algorithm in Fortran 77 and C (by Tibor Csendes) Constraint satisfaction and global optimization in robotics(slides of a talk, in pdf)Since starting this optimization page (September 1, 1995), this page was accessed steadily by about 30-40 different computers per day(last counted in 1999).Updates to the contents are made quite frequently. I try to keep acomplete coverage of public domain work on continuous global optimization; many references to combinatorial and local optimization are included for my (and your) convenience, but there I don't aim at completeness. Thanks to all who helped me by providing useful information. The archive was reorganized on November 12, 1996; it now contains more than 1000 links to sources outside our server. Please write me toArnold.Neumaier@univie.ac.at if your own work is not referenced, if you know some other useful link to public domain work that is missing here, or if you find any invalid links.If you do lots of computer work, preventComputer Related Repetitive Strain Injuryby improving your typing habits.In the following table of contents, italic headings correspondto different files, while roman headings correspond to sections withina file. There are further files not in this table of contents,accessible through links given in individual files.Introduction to Global OptimizationGlobal Optimization TechniquesBranch and Bound (Mixed Integer Programming)Branch and Bound (DC-Methods)Branch and Bound (Interval Methods)Simulated AnnealingGenetic AlgorithmsOther Stochastic Global Optimization MethodsContinuation Methods for Global OptimizationOther Heuristics for Global OptimizationGlobal Optimization SoftwarePublic Domain SystemsBranch and Bound CodesOther Deterministic CodesSimulated Annealing CodesGenetic Algorithm CodesOther Stochastic CodesSpecialized CodesSome Commercial SystemsLocal Optimization SoftwareLinear and Quadratic Programming SoftwareUnconstrained and Bound Constrained Optimization SoftwareNonsmooth Optimization SoftwareNonlinear Programming SoftwareSemidefinite Programming SoftwareCombinatorial Programming SoftwareOptimal Control SoftwareMultiobjective Programming SoftwareLocal Optimization Software ListsOptimization Test ProblemsTest Problems for Unconstrained (or Bound Constrained) OptimizationTest Problems for Constraint SatisfactionTest Problems for Constrained OptimizationTest Problems for Other Optimization ProblemsTest Problems for Combinatorial OptimizationGlobal Optimization Test ResultsPeople in Global (and Local) OptimizationHome Pages, Global OptimizationHome Pages, Local OptimizationE-Mail AddressesPaper Mail AddressesApplications of OptimizationMore Global (and Local) OptimizationOptimization PreprintsSome Papers on Global OptimizationOther Global OptimizationOptimization ConferencesSome Optimization JournalsSome Optimization SitesTopics related to OptimizationConstraint SatisfactionStochastic ProgrammingMultiobjective ProgrammingOptimal SchedulingAutomatic DifferentiationFuzzy LogicNeural NetsModeling Languages and Programming Environments

Some of My Other Pages

Mathematics LinksStatistics LinksComputational Mathematics LinksMathematical SoftwareRecent Papers and PreprintsInterval MethodsRegularizationProtein FoldingArtificial Intelligencemy home page (http://www.mat.univie.ac.at/~neum)Arnold Neumaier (Arnold.Neumaier@univie.ac.at)
 

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