| MathOptimizer for Mathematica An Advanced Modeling and Optimization System for Mathematica Users MathOptimizer is a native Mathematica software product that enables the global and local (numerical) solution of a general class of nonlinear optimization problems defined by a finite number of real-valued, continuous functions over a finite n-dimensional interval region. Formally, the model type considered is min f(x) (scalar objective function) g(x) <= 0 (set of inequality constraint functions) h(x) = 0 (set of equality constraint functions) xl <= x <= xu (finite vector bound constraints) The primary emphasis is placed upon dense, highly nonlinear systems, including those that have a - typically unknown - number of local optima.Nonlinear and global optimization problems are ubiquitous in the sciences, engineering, and economics. Several prominent examples are systems of nonlinear equations and inequalities, nonlinear regression, forecasting models, data classification, minimal energy models, various packing problems, risk management and other stochastic decision problems, and the design and operation of 'black box' engineering systems (possibly defined by a complicated, numerically intensive procedure). MathOptimizer currently consists of two core solver packages and a solver integrator package. One of the solvers serves for (in practice, typically approximate) global optimization on a given interval range, in the possible presence of added constraints. This package is based on an efficient adaptive stochastic search procedure. The second solver package is based on a standard nonlinear (convex) programming approach: this solver can be used for 'precise' local optimization, based on a given, 'sufficiently good' initial solution. The solver integrator package supports the individual or combined use of the solver packages, but the solvers can also be used in stand-alone mode. Further solver modules are under development, and will be made available soon. The detailed (currently over 60-page) MathOptimizer User Guide includes concise mathematical background notes and useful modeling tips; it also discusses a number of test problems and several non-trivial application examples. The User Guide can be directly invoked through Mathematica's on-line help system; it will be extended as solver components will be added to MathOptimizer . Supported Hardware and Software: MathOptimizer will run on all hardware platforms that are suitable to run Mathematica (3.0 or later version) itself. It is available for all Microsoft Windows (95 and later) operating systems, as well as for all other platforms that have corresponding current Mathematica implementations such as Linux, Macintosh, Mac OSX, HP, SGI, Solaris, Sun, (Actual software installation and tests with identical file systems were successfully completed on over half a dozen different hardware platforms and operating systems.) Licensing In addition to professional licenses, fully functional MathOptimizer versions with educational and non-profit research discounts are offered to professors and their student groups, and to qualifying researchers. Individual instructor and student licenses, department and site licenses are also available. Professional users are also entitled to quantity discounts. Developed and supported by Pinter Consulting Services, Inc. |