Optimization (mathematics): Difference between revisions
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== External links == | == External links == | ||
*[http://glossary.computing.society.informs.org/ Mathematical Programming Glossary] | * [http://glossary.computing.society.informs.org/ Mathematical Programming Glossary] | ||
*[http://www.ipp.mpg.de/de/for/bereiche/stellarator/Comp_sci/CompScience/csep/csep1.phy.ornl.gov/mo/mo.html Mathematical optimization] | * [http://www.ipp.mpg.de/de/for/bereiche/stellarator/Comp_sci/CompScience/csep/csep1.phy.ornl.gov/mo/mo.html Mathematical optimization] | ||
*[http://www-fp.mcs.anl.gov/otc/Guide/index.html NEOS Guide] currently being replaced by the [http://wiki.mcs.anl.gov/neos NEOS Wiki] - an extensive guide to optimization software | *[http://www-fp.mcs.anl.gov/otc/Guide/index.html NEOS Guide] currently being replaced by the [http://wiki.mcs.anl.gov/neos NEOS Wiki] - an extensive guide to optimization software | ||
*[http://plato.asu.edu/guide.html Decision Tree for Optimization Software] Links to optimization source codes | * [http://plato.asu.edu/guide.html Decision Tree for Optimization Software] Links to optimization source codes | ||
*[http://www.mathprog.org/ Mathematical Programming Society] | * [http://www.mathprog.org/ Mathematical Programming Society] | ||
*[http://www.coin-or.org/ COIN-OR] - Computational Infrastructure for Operations Research | * [http://www.coin-or.org/ COIN-OR] - Computational Infrastructure for Operations Research | ||
*[http://www.mat.univie.ac.at/%7Eneum/glopt.html Global optimization] | * [http://www.mat.univie.ac.at/%7Eneum/glopt.html Global optimization] | ||
*[http://www2.arnes.si/%7Eljc3m2/igor/links.html Optimization Related Links] | * [http://www2.arnes.si/%7Eljc3m2/igor/links.html Optimization Related Links] | ||
*[http://www.optimization-online.org Optimization Online] A repository for optimization e-prints | * [http://www.optimization-online.org Optimization Online] A repository for optimization e-prints | ||
=== Optimization solvers: === | |||
* [http://www.conopt.com/ CONOPT] | |||
* [http://www.dna-evolutions.com/dnaappletsample.html JOpt] | |||
* [http://www.mosek.com/ Mosek] | |||
* [ http://www.sas.com/technologies/analytics/optimization/ SAS OR] | |||
* [http://www.stanford.edu/group/SOL/software.html Free Optimization Software by Systems Optimization Laboratory, Stanford University] | |||
*[http://www.ime.usp.br/~egbirgin/tango/ TANGO Project] - Trustable Algorithms for Nonlinear General Optimization | |||
Revision as of 14:25, 13 November 2007
In mathematics, the term optimization refers to study of problems in which one seeks for a minimum or a maximum of a real function within a given allowed set. This problem can be presented in the following way:
- Given: a function f : A R from some set A to the real numbers
- Find: an element x0 in A such that f(x0) ≤ f(x) for all x in A (minimization") or such that f(x0) ≥ f(x) for all x in A (maximization).
See also
External links
- Mathematical Programming Glossary
- Mathematical optimization
- NEOS Guide currently being replaced by the NEOS Wiki - an extensive guide to optimization software
- Decision Tree for Optimization Software Links to optimization source codes
- Mathematical Programming Society
- COIN-OR - Computational Infrastructure for Operations Research
- Global optimization
- Optimization Related Links
- Optimization Online A repository for optimization e-prints
Optimization solvers:
- CONOPT
- JOpt
- Mosek
- [ http://www.sas.com/technologies/analytics/optimization/ SAS OR]
- Free Optimization Software by Systems Optimization Laboratory, Stanford University
- TANGO Project - Trustable Algorithms for Nonlinear General Optimization