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A Model Development System for Global Optimization

  • Chapter
High Performance Algorithms and Software in Nonlinear Optimization

Part of the book series: Applied Optimization ((APOP,volume 24))

Abstract

Decision problems—arising in various scientific, engineering and economic contexts—are frequently modeled by optimizing the value of suitable objective function under stated feasibility constraints. Global optimization (GO) is aimed at finding the best solution of such decision models, in the possible presence of multiple locally optimal solutions.

This paper discusses a modelling environment for continuous global optimization. The program system LGO serves to analyse and solve nonlinear optimization models under very general—continuity or Lipschitz—structural assumptions. Hence, it is particularly suitable to handle GO problems related to complete stand-alone (‘black box’) system models, and to other models supported only by limited (or difficult to use) analytical information.

LGO integrates several robust and efficient, derivative-free, global and local scope solver modules: these can be applied in automatic or interactive operational modes. The system also has model visualization capabilities. LGO can be directly embedded under a menu-driven user interface, to assist the application development process on personal computers. It is also available for workstation platforms, and can be linked to a variety of advanced numerical modeling and visualization environments.

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Author information

Authors and Affiliations

  1. Pintér Consulting Services (PCS), 129 Glenforest Drive, Halifax, N.S., Canada, B3M 1J2

    János D. Pintér

  2. Dalhousie University, Canada

    János D. Pintér

Authors
  1. János D. Pintér
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Editor information

Editors and Affiliations

  1. Università di Camerino, Italy

    Renato De Leone

  2. Università di Napoli Federico II, Italy

    Almerico Murli  & Gerardo Toraldo  & 

  3. University of Florida, Gainesville, FL, USA

    Panos M. Pardalos

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© 1998 Kluwer Academic Publishers, Boston

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Pintér, J.D. (1998). A Model Development System for Global Optimization. In: De Leone, R., Murli, A., Pardalos, P.M., Toraldo, G. (eds) High Performance Algorithms and Software in Nonlinear Optimization. Applied Optimization, vol 24. Springer, Boston, MA. https://doi.org/10.1007/978-1-4613-3279-4_19

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  • DOI: https://doi.org/10.1007/978-1-4613-3279-4_19

  • Publisher Name: Springer, Boston, MA

  • Print ISBN: 978-1-4613-3281-7

  • Online ISBN: 978-1-4613-3279-4

  • eBook Packages: Springer Book Archive

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