A software system for the parallel and distributed solution of nonlinear optimization problems

Abstract

This paper deals with the software environment “Optix-II” which supports the modelling and coarse grained parallel solution of (decomposed) nonlinear optimization problems. Optix-II consists of a problem editor, a problem compiler, and a runtime environment: The problem description is entered into a graphically controlled problem editor using the Optix-II problem description language which resembles mathematical notations for nonlinear optimization problems. In addition to this, external functions written in C or FORTRAN for the solution of complex mathematical models may be included. The Optix-II compiler translates the problem description into a collection of functions written in the computer language C. Thereby the compiler calculates symbolic first and second order derivatives for all objective functions and constraints. This ensemble of C-functions is then compiled and linked into optimization servers for different hardware/software platforms (e.g. SPARC/SunOs, MIPS/Ultrix, T800/Helios). The Optix-II runtime environment is used to control the ongoing optimization process on NFS-based heterogenous computer networks, multiprocessor workstations, and transputer-based parallel computers.