OptiA OptiA Unconstrained and constrained optimization, quadratic programming, global optimization, nonsmooth optimization, minimax optimization, multicriteria optimization.
The package is aimed at smaller problems; at most 20 unknowns and 20 constraints are allowed in the shareware version. Changes to this limitation can be negotiated with the authors.
Many of the standard algorithms that have appeared in the literature of the last 25 years are represented. For unconstrained optimization, the derivative-free methods of Nelder-Mead and Powell are available, in addition to various Newton, quasi-Newton, and nonlinear conjugate gradient implementations, for which first derivatives are either supplied by the user or approximated by finite differencing. For constrained optimization, methods based on sequential quadratic programming and augmented Lagrangian techniques are available, together with Powell's TOLMIN algorithm (for linearly constrained problems). For quadratic programming, Powell's version of the Goldfarb-Idnani algorithm and an alternative method of Schittkowski are available. Options for global optimization include algorithms based on cluster analysis and Monte Carlo techniques. For minimax optimization, an interface to the FSQP code (described elsewhere in this guide) is available, together with other algorithms based on the constrained optimization techniques mentioned above. The available techniques for (possibly constrained) nonsmooth optimization include the bundle methods of Lemarechal.
The package is designed to run on a PC environment (286 and higher) under DOS (3.1 and higher). A math coprocessor is highly recommended. The user can supply a main program and subroutines to evaluate functions and gradients, and to monitor the execution of the algorithm. These subroutine can be written in standard Fortran 77, or in C or Pascal versions that work with Microsoft compilers. A menu-driven interface is available to provide templates for the user-supplied routines to monitor algorithm performance and assist in the choice of appropriate solution techniques. Use of this interface is demonstrated in the second reference below.
The OptiA system is distributed on floppy disks (about 3 MB) in the form of executable modules and object code (methods).
Contact:
Dr. J. Fidler Institute of Information Theory and Automation Academy of Sciences of the Czech Republic Pod vodárenskou vezí 182 08 Prague CZECH REPUBLIC Phone: +42 (2) 815-2222 Fax: +42 (2) 847-452 fidler@cspgas11.bitnet
J. Dolezal and J. Fidler, Dialogue System OptiA for Minimization of Functions of Several Variables. Version 3.0 --- Examples, Institute of Information Theory and Automation, Czechoslovak Academy of Sciences, Prague, Czechoslovakia, July 1992.
J. Dolezal and J. Fidler, Dialogue System OptiA for Minimization of Functions of Several Variables. Version 3.0 --- User's Guide, Institute of Information Theory and Automation, Czechoslovak Academy of Sciences, Prague, Czechoslovakia, July 1992.
[ Optimization Software Guide | OTC Home Page | NEOS Server | NEOS Guide ]