http://www.mat.univie.ac.at/~neum/glopt.html
Global Optimization
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Global Search, As Timely As Ever
``Consider everything. Keep the good. Avoid evil whenever you notice
it.''
(1 Thess. 5:21-22)
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New - COCONUT
Introduction - Techniques
Software (global) - Software (local) - Test Problems
Applications - Other Optimization - Related Topics
People - Open Positions in Global Optimization
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This 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 server http://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 a Table of Contents of this Site.
Please help to keep the archive up to date by informing me at
Arnold.Neuma...@univie.ac.at about new or missing electronic documents
related to public domain work on global optimization, and about links
that are no longer working.
Related, but not formally part of this site is 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.
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Open Positions in Global Optimization
Past Positions in Global Optimization
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New New New New New New New
Global optimization and constraint satisfaction (slides of my GICOLAG
talk)
The 2006 Beale-Orchard-Hays Prize for Excellence in Computational
Mathematical Programming went to Nick Sahinidis and Mohit Tawarmalani
for their paper describing the global optimization package BARON
LaGO, 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 the International Erwin Schrödinger Institute
for Mathematical Physics (ESI) Vienna, Austria, October 1 - December
23, 2006
The 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 constraint satisfaction
problems
Comparison of Global Solvers
Within 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 constraints
W. Huyer, A comparison of some algorithms for bound constrained global
optimization, 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 that the 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)
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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 a
complete 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 to Arnold.Neuma...@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.
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If you do lots of computer work, prevent Computer Related Repetitive
Strain Injury by improving your typing habits.
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In the following table of contents, italic headings correspond to
different files, while roman headings correspond to sections within a
file. There are further files not in this table of contents,
accessible through links given in individual files.
Introduction to Global Optimization
Global Optimization Techniques
Branch and Bound (Mixed Integer Programming)
Branch and Bound (DC-Methods)
Branch and Bound (Interval Methods)
Simulated Annealing
Genetic Algorithms
Other Stochastic Global Optimization Methods
Continuation Methods for Global Optimization
Other Heuristics for Global Optimization
Global Optimization Software
Public Domain Systems
Branch and Bound Codes
Other Deterministic Codes
Simulated Annealing Codes
Genetic Algorithm Codes
Other Stochastic Codes
Specialized Codes
Some Commercial Systems
Local Optimization Software
Linear and Quadratic Programming Software
Unconstrained and Bound Constrained Optimization Software
Nonsmooth Optimization Software
Nonlinear Programming Software
Semidefinite Programming Software
Combinatorial Programming Software
Optimal Control Software
Multiobjective Programming Software
Local Optimization Software Lists
Optimization Test Problems
Test Problems for Unconstrained (or Bound Constrained) Optimization
Test Problems for Constraint Satisfaction
Test Problems for Constrained Optimization
Test Problems for Other Optimization Problems
Test Problems for Combinatorial Optimization
Global Optimization Test Results
People in Global (and Local) Optimization
Home Pages, Global Optimization
Home Pages, Local Optimization
E-Mail Addresses
Paper Mail Addresses
Applications of Optimization
More Global (and Local) Optimization
Optimization Preprints
Some Papers on Global Optimization
Other Global Optimization
Optimization Conferences
Some Optimization Journals
Some Optimization Sites
Topics related to Optimization
Constraint Satisfaction
Stochastic Programming
Multiobjective Programming
Optimal Scheduling
Automatic Differentiation
Fuzzy Logic
Neural Nets
Modeling Languages and Programming Environments
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Some of My Other Pages
Mathematics Links
Statistics Links
Computational Mathematics Links
Mathematical Software
Recent Papers and Preprints
Interval Methods
Regularization
Protein Folding
Artificial Intelligence
my home page (http://www.mat.univie.ac.at/~neum)
Arnold Neumaier (Arnold.Neuma...@univie.ac.at)
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