Suche | Bestellformular | Online-Shop

Home

Firma

MathOptimizer Professional

MathOptimizer Professional models are formulated in Mathematica and then automatically translated into C or Fortran. An external compiler is required for the subsequent compilation and linking to LGO. LGO then solves the optimization model, and the results are seamlessly reported back to the calling Mathematica application. The user does not have to work directly with the compiler or LGO except for a single direct-calling statement from Mathematica.

The currently supported compiler platforms include Borland C/C++ (5.5 and later), Compaq Visual Fortran (6 and later), Microsoft Visual C/C++ (6 and later), Intel Fortran, Lahey Fortran 90 (4.5), Lahey Fortran 95 (5.7 and later), Salford Fortran 95 for Windows, and Lahey Fortran 95 and g77 for Linux. Several of these compilers are available for free, for personal use. Support for additional platforms and compilers will be made available upon request from prospective clients.

The LGO solver suite integrates the following strategies:

  • Branch-and-bound-based (adaptive partition and sampling) global search
  • Adaptive stochastic global search
  • Adaptive stochastic multistart-based global search
  • Bound-constrained local search based on the use of an exact penalty function
  • Constrained local search based on a generalized reduced gradient approach

The LGO approach supports the flexible usage of the component solvers. Users can execute fully automatic (global and/or local search-based) optimization or can design customized interactive runs. The optional usage of alternative solver strategies increases the overall reliability of LGO when difficult global optimization models are being solved.

The solvers require only minimal structural (continuity) information about the model. Therefore, LGO is uniquely suited to solve even black-box (closed, confidential) or other models, which may have limited analytical information available. This feature is particularly useful in connection with the sophisticated modeling and computing capabilities of Mathematica.

LGO has been successfully applied to complex, large-scale models (with thousands of variables and constraints on current hardware platforms). Application areas include numerical mathematics and computer science, advanced engineering design and operations, chemical and process industries, econometrics and finance, medical research and biotechnology, and a range of advanced scientific modeling projects.

The current version of MathOptimizer Professional enables users to solve models of up to one thousand variables and one thousand constraints. These limitations should accommodate most applications since, in global and nonlinear optimization, these rather sizable models result in very difficult and processor-intensive calculations (with corresponding run times on state-of-the-art personal computers varying from a few minutes to several hours). Users may contact the developers directly to relax these limitations without additional fees, but all related in-depth product support is subject to a consulting agreement between the client and the developers.

Nur als Download erhältlich.

Bestellen:


Lesen Sie unsere Download-Hinweise

zurück zur Übersicht