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A Software Platform for Global Optimization

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Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
This paper addresses issues associated with the global optimization algorithms, which are methods to find optimal solutions for given problems. It focuses on an integrated software environment - global optimization object-oriented library (GOOL), which provides the graphical user interface together with the library of solvers for convex and nonconvex, unconstrained and constrained problems. We describe the design, performance and possible applications of the GOOL system. The practical example - price management problem - is provided to illustrate the effectiveness and range of applications of our software tool.
Rocznik
Tom
Strony
49--56
Opis fizyczny
Bibliogr. 28 poz., tab., rys.
Twórcy
autor
  • Institute of Control and Computation Engineering, Warsaw University of Technology, Nowowiejska st 15/19, 00-665 Warsaw, Poland, ens@ia.pw.edu.pl
Bibliografia
  • [1] E. Niewiadomska-Szynkiewicz, “Symulacja komputerowa w analizie i projektowaniu złożonych systemow sterowania”, Warsaw, Warsaw University of Technology Press, 2005 (in Polish).
  • [2] J. C. Spall, Introduction to Stochastic Search and Optimization. New Jersey: Wiley, 2003.
  • [3] R. Horst and P. M. Pardalos, Handbook of Global Optimization. Dordrecht: Kluwer, 1995.
  • [4] Z. Michalewicz and D. B. Fogel, How to Solve it: Modern Heuristcs. New York: Springer, 2000.
  • [5] T. Weise, Global Optimization Algorithms: Theory and Application, e-book, 2009 [Online]. Available: http://www.it-weise.de/ projects/book.pdf
  • [6] M. Publicewicz and E. Niewiadomska-Szynkiewicz, “GOOL – global optimization object-oriented library”, in Proc. KAEiOG’2003, Conf., Łagow, Poland, 2003, pp. 173–181.
  • [7] A. C. Floudas, Deterministic Global Optimization: Theory, Methods and Applications. Dordrecht: Kluwer, 1999.
  • [8] A. Neumaier, Complete Search in Continuous Global Optimization and Constraint Satisfaction, Acta Numerica. Cambridge, Cambridge University Press, 2004, pp. 271–369.
  • [9] A. A. Zhigljavsky and A. Zilinskas, Stochastic Global Optimization. Springer Optimization and Its Applications. New York: Springer, 2007.
  • [10] Z. Michalewicz, Genetic Algorithms + Data Structures = Evolution Programs. New York: Springer, 1997.
  • [11] R. Schaefer, Foundations of Global Genetic Optimization. Berlin- Heidelberg: Springer, 2007.
  • [12] A. Karbowski and E. Niewiadomska-Szynkiewicz, “Obliczenia rownoległe i rozproszone”, Warsaw, Warsaw University of Technology Press, 2001 (in Polish).
  • [13] W. L. Price, “Global optimization by controlled random search”, JOTA, vol. 40, no. 3, pp. 333–348, 1983.
  • [14] K. Holmqvist and A. Migdalas, “C++ class library for interval arithmetic in global optimization”, in State of the Art in Global Optimization, C. A. Floudas and P. M. Pardalos, Eds. Dordrecht: Kluwer, 1996.
  • [15] “Solver technology – global optimization” [Online]. Available: http://www.solver.com/technology5.htm
  • [16] S. Tschoke and T. Polzer, “Portable parallel branch-and-bound library: PPBB-Lib, user manual, library version 2.0”, University of Paderborn, Germany, 1999.
  • [17] “COCONUT – continuous constraints updating the technology” [Online]. Available: http://www.mat.univie.ac.at/∼neum/ glopt/coconut
  • [18] A. Neumaier, O. Shcherbina, W. Huyer, and T. Vinko, “A comparison of complete global optimization solvers”, Math. Programm., vol. 103, no. 2, pp. 335–356, 2005.
  • [19] “Global World Forum” [Online]. Available: http://www.gamsworld.org/global/index.ht
  • [20] W. H. Press, S. A. Tukolsky, W. T. Vetterling, and B. P. Flannery, Numerical Recipes in C, The Art of Scientific Computing. Cambridge, Cambridge University Press, 1992.
  • [21] A. Torn and A. Zilinskas, Global Optimization, LNCS, vol. 350. Berlin: Springer, 1989.
  • [22] A. O. Griewank, “Generalized descent for global optimization”, J. Opt. Theory Appl., vol. 34, no. 2, pp. 11–39, 1981.
  • [23] J. W. Rogers and R. A. Donnelly, “A search technique for global optimization in chaotic environment”, JOTA, vol. 61, no. 1, pp. 111–121, 1989.
  • [24] M. M. Ali and C. Storey, “Modified controlled random search algorithms”, Int. J. Comput. Math., vol. 53, no. 3–4, pp. 229–235, 1994.
  • [25] A. Dekkers and E. Aarts, “Global optimization and simulated annealing”, Math. Programm., vol. 50, no. 1–3, pp. 367–393, 1991.
  • [26] H. Simon, Price Management. North-Holland: Elsevier, 1989.
  • [27] M. Dygas and E. Niewiadomska-Szynkiewicz, “Optymalna wycena produktow i usług – modele, oprogramowanie i eksperymenty symulacyjne”, Int. Rep. ICCE WUT, no. 03-17, Warsaw, 2003 (in Polish).
  • [28] K. Malinowski, “PriceStrat 4.0 Initial Research Paper”, KSS Int. Doc., Manchester, 2000.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-BAT8-0020-0006
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