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Writing Global Optimization Software

  • Chapter
Global Optimization

Part of the book series: Nonconvex Optimization and Its Applications ((NOIA,volume 84))

Summary

Global Optimization software packages for solving Mixed-Integer Non-linear Optimization Problems are usually complex pieces of codes. Some of the difficulties involved in coding a good GO software are: embedding third-party local optimization codes within the main global optimization algorithm; providing efficient memory representations of the optimization problem; making sure that every part of the code is fully reentrant. Finding good software engineering solutions for these difficulties is not enough to make sure that the outcome will be a GO software that works well. However, starting from a sound software design makes it easy to concentrate on improving the efficiency of the global optimization algorithm implementation. In this paper we discuss the main issues that arise when writing a global optimization software package, namely software architecture and design, symbolic manipulation of mathematical expressions, choice of local solvers and implementation of global solvers.

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  1. DEI, Politecnico di Milano, P.zza L. da Vinci 32, 20133, Milano, Italy

    Leo Liberti

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  1. Leo Liberti
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  1. Politecnico di Milano, Italia

    Leo Liberti

  2. COPPE, Universidade Federal do Rio de Janiero, Brasil

    Nelson Maculan

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Liberti, L. (2006). Writing Global Optimization Software. In: Liberti, L., Maculan, N. (eds) Global Optimization. Nonconvex Optimization and Its Applications, vol 84. Springer, Boston, MA. https://doi.org/10.1007/0-387-30528-9_8

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