Global Optimization
``Consider
everything.
Keep the
good.
Avoid evil
whenever you notice it.''
(1 Thess. 5:21-22)
New -
COCONUT
Introduction -
Techniques
Software (global) -
Software (local) -
Test Problems
Applications -
Other Optimization -
Related Topics
People -
Open Positions in Global Optimization
This is a comprehensive archive of online information on (almost exclusively non-commercial) global optimization, and somewhat less comprehensive on local optimization, collected by Arnold Neumaier on the web server http://www.mat.univie.ac.at/~neum/glopt.html of the Computational Mathematics group at the University of Vienna, Austria. Later on this page there is a Table of Contents of this Site.
Please help to keep the archive up to date by informing me at Arnold.Neumaier@univie.ac.at about new or missing electronic documents related to public domain work on global optimization, and about links that are no longer working.
Related, but not formally part of this site are two other sites maintained by our research group in Vienna:
Past Positions in Global Optimization
BMIBNB, Global solver for nonconvex problems
in the
YALMIP modeling environment (in Matlab, by Johan Löfberg)
Black Box Optimization with Data Analysis
for the global optimization of smooth problems with expensive
objective and/or constraints
(by Kevin Kofler)
Global optimization and constraint satisfaction
(slides of my GICOLAG talk)
The 2006
Beale-Orchard-Hays Prize for Excellence in Computational
Mathematical Programming went to
Nick Sahinidis and Mohit Tawarmalani
for their paper describing the global optimization package
BARON
LaGO, Branch and Cut algorithm for nonconvex mixed integer
nonlinear programs
GICOLAG, Global Optimization - Integrating Convexity,
Optimization, Logic Programming, and Computational Algebraic Geometry,
A visiting and research program by the
International Erwin Schrödinger Institute for Mathematical Physics (ESI)
Vienna, Austria, October 1 - December 23, 2006
The NEOS Server offers BARON for the solution of global optimization
problems in GAMS format (excellent package!)
Constrained global optimization (pdf, 225K),
slides of a lecture (by Arnold Neumaier)
RSOLVER (by Stefan Ratschan)
Books and papers on global optimization (Google scholar search)
Online Papers in Global Optimization (a random collection of about
300 papers)
ICOS, rigorous complete solver for continuous constraint
satisfaction problems
Comparison of Global Solvers
SNOBFIT, MATLAB 6 package for the robust and fast solution of
optimization problems with continuous variables varying within bound,
possibly subject to additional soft constraints
W. Huyer,
A comparison of some algorithms for bound constrained global
optimization, Manuscript (2004).
(pdf file, 69K)
The COCONUT environment is publicly available in an alpha
test version since March 20, 2004.
Since starting this optimization page (September 1, 1995), this page
was accessed steadily by about 30-40 different computers per day
(last counted in 1999).
Updates to the contents are made quite frequently. I try to keep a
complete coverage of public domain work on continuous global
optimization; many references to combinatorial and local optimization
are included for my (and your) convenience, but there I don't aim at
completeness. Thanks to all who helped me by providing useful
information.
The archive was reorganized on November 12, 1996; it now contains
more than 1000 links to sources outside our server.
Please write me to
Arnold.Neumaier@univie.ac.at
if your own work is not referenced, if you know some other useful
link to public domain work that is missing here, or if you find
any invalid links.
If you do lots of computer work, prevent
Computer Related Repetitive Strain Injury
by improving your typing habits.
In the following table of contents, italic headings correspond
to different files, while roman headings correspond to sections within
a file. There are further files not in this table of contents,
accessible through links given in individual files.
Introduction to Global Optimization
Optimization Conferences
Interval Methods
my home page
(http://www.mat.univie.ac.at/~neum)
New New New New New New New
for solving quantified inequality constraints. Examples include:
projecting the solution set of a set of inequality constraints to two
dimensions.
Within the COCONUT project, we performed extensive tests of the global
solvers BARON, GlobSol, ICOS, LGO, LINGO, OQNLP, Premium Solver,
MINOS, and COCOS (the solver in the alpha test version of the
COCONUT environment) for various sublibraries of the COCONUT benchmark.
The paper contains comparisons of the three heuristic global
optimization programs MCS, Global, PGSL, using black box function
evaluation only.
This almost book-sized survey covers the state of the art of
techniques for solving general purpose constrained
global optimization problems and continuous constraint satisfaction
problems, with emphasis on complete techniques
that provably find all solutions (if there are finitely many).
The core of the material is presented in sufficient detail that
the survey may serve as a text for teaching constrained global
optimization.
Global Optimization Techniques
Branch and Bound (Mixed Integer Programming)
Global Optimization Software
Branch and Bound (DC-Methods)
Branch and Bound (Interval Methods)
Simulated Annealing
Genetic Algorithms
Other Stochastic Global Optimization Methods
Continuation Methods for Global Optimization
Other Heuristics for Global Optimization
Public Domain Systems
Local Optimization Software
Branch and Bound Codes
Some Commercial Systems
Other Deterministic Codes
Simulated Annealing Codes
Genetic Algorithm Codes
Other Stochastic Codes
Specialized Codes
Linear and Quadratic Programming Software
Optimization Test Problems
Unconstrained and Bound Constrained Optimization Software
Nonsmooth Optimization Software
Nonlinear Programming Software
Semidefinite Programming Software
Combinatorial Programming Software
Optimal Control Software
Multiobjective Programming Software
Local Optimization Software Lists
Test Problems for Unconstrained (or Bound Constrained) Optimization
Global Optimization Test Results
Test Problems for Constraint Satisfaction
Test Problems for Constrained Optimization
Test Problems for Other Optimization Problems
Test Problems for Combinatorial Optimization
People in Global (and Local) Optimization
Home Pages, Global Optimization
Applications of Optimization
Home Pages, Local Optimization
E-Mail Addresses
Paper Mail Addresses
More Global (and Local) Optimization
Optimization Preprints
Topics related to Optimization
Some Papers on Global Optimization
Other Global Optimization
Some Optimization Journals
Some Optimization Sites
Constraint Satisfaction
Stochastic Programming
Multiobjective Programming
Optimal Scheduling
Automatic Differentiation
Fuzzy Logic
Neural Nets
Modeling Languages and Programming Environments
Some of My Other Pages
Mathematics Links
Statistics Links
Computational Mathematics Links
Mathematical Software
Recent Papers and Preprints
Regularization
Protein Folding
Artificial Intelligence