A Software Platform for Global Optimization
DOI:
https://doi.org/10.26636/jtit.2010.3.1084Keywords:
global optimization, initegrated software systems, nonconvex optimization, numerical libraries, price managementAbstract
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.
Downloads
References
[1] E. Niewiadomska-Szynkiewicz, „Symulacja komputerowa w analizie i projektowaniu złożonych systemów sterowania”, Warsaw, Warsaw University of Technology Press, 2005 (in Polish).
View in Google Scholar
[2] J. C. Spall, Introduction to Stochastic Search and Optimization. New Jersey: Wiley, 2003.
View in Google Scholar
[3] R. Horst and P. M. Pardalos, Handbook of Global Optimization. Dordrecht: Kluwer, 1995.
View in Google Scholar
[4] Z. Michalewicz and D. B. Fogel, How to Solve it: Modern Heuristics. New York: Springer, 2000.
View in Google Scholar
[5] T. Weise, Global Optimization Algorithms: Theory and Application, e-book, 2009 [Online]. Available: http://www.it-weise.de/projects/book.pdf
View in Google Scholar
[6] M. Publicewicz and E. Niewiadomska-Szynkiewicz, „GOOL - global optimization object-oriented library”, in Proc. KAEiOG’2003 Conf., Łagów, Poland, 2003, pp. 173-181.
View in Google Scholar
[7] A. C. Floudas, Deterministic Global Optimization: Theory, Methods and Applications. Dordrecht: Kluwer, 1999.
View in Google Scholar
[8] A. Neumaier, Complete Search in Continuous Global Optimization and Constraint Satisfaction, Acta Numerica. Cambridge: Cambridge University Press, 2004, pp. 271-369.
View in Google Scholar
[9] A. A. Zhigljavsky and A. Zilinskas, Stochastic Global Optimization. Springer Optimization and Its Applications. New York: Springer, 2007.
View in Google Scholar
[10] Z. Michalewicz, Genetic Algorithms + Data Structures = Evolution Programs. New York: Springer, 1997.
View in Google Scholar
[11] R. Schaefer, Foundations of Global Genetic Optimization. Berlin-Heidelberg: Springer, 2007.
View in Google Scholar
[12] A. Karbowski and E. Niewiadomska-Szynkiewicz, „Obliczenia równoległe i rozproszone”, Warsaw, Warsaw University of Technology Press, 2001 (in Polish).
View in Google Scholar
[13] W. L. Price, „Global optimization by controlled random search”, JOTA, vol. 40, no. 3, pp. 333-348, 1983.
View in Google Scholar
[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.
View in Google Scholar
[15] „Solver technology - global optimization” [Online]. Available: http://www.solver.com/technology5.htm
View in Google Scholar
[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.
View in Google Scholar
[17] „COCONUT - continuous constraints updating the technology” [Online]. Available: http://www.mat.univie.ac.at/~neum/glopt/coconut
View in Google Scholar
[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.
View in Google Scholar
[19] „Global World Forum” [Online]. Available: http://www.gamsworld.org/global/index.htm
View in Google Scholar
[20] W. H. Press, S. A. Teukolsky, W. T. Vetterling, and B. P. Flannery, Numerical Recipes in C, The Art of Scientific Computing. Cambridge: Cambridge University Press, 1992.
View in Google Scholar
[21] A. Torn and A. Zilinskas, Global Optimization, LNCS, vol. 350. Berlin: Springer, 1989.
View in Google Scholar
[22] A. O. Griewank, „Generalized descent for global optimization”, J. Optim. Theory Appl., vol. 34, no. 2, pp. 11-39, 1981.
View in Google Scholar
[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.
View in Google Scholar
[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.
View in Google Scholar
[25] A. Dekkers and E. Aarts, „Global optimization and simulated annealing”, Math. Programm., vol. 50, no. 1-3, pp. 367-393, 1991.
View in Google Scholar
[26] H. Simon, Price Management. Amsterdam: North-Holland, 1989.
View in Google Scholar
[27] M. Dygas and E. Niewiadomska-Szynkiewicz, „Optymalna wycena produktów i usług - modele, oprogramowanie i eksperymenty symulacyjne”, Int. Rep. ICCE WUT, no. 03-17, Warsaw, 2003 (in Polish).
View in Google Scholar
[28] K. Malinowski, „PriceStrat 4.0 Initial Research Paper”, KSS Int. Doc., Manchester, 2000.
View in Google Scholar
Downloads
Submitted
Published
Issue
Section
License
Copyright (c) 2023 Journal of Telecommunications and Information Technology

This work is licensed under a Creative Commons Attribution 4.0 International License.