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, Volume 21, Issue 1, pp 133–162 | Cite as

Benchmarking nonlinear optimization software in technical computing environments

Global optimization in Mathematica with MathOptimizer Professional
  • János D. Pintér
  • Frank J. Kampas
Original Paper

Abstract

Our strategic objective is to develop a broadly categorized, expandable collection of test problems, to support the benchmarking of nonlinear optimization software packages in integrated technical computing environments (ITCEs). ITCEs—such as Maple, Mathematica, and MATLAB—support concise, modular and scalable model development: their built-in documentation and visualization features can be put to good use also in test model selection and analysis. ITCEs support the flexible inclusion of both new models and general-purpose solver engines for future studies. Within this broad context, in this article we review a collection of global optimization problems coded in Mathematica, and present illustrative and summarized numerical results obtained using the MathOptimizer Professional software package.

Keywords

Nonlinear optimization in integrated technical computing environments Optimization software benchmarking Model library in Mathematica Lipschitz Global Optimizer (LGO) solver suite for nonlinear optimization MathOptimizer Professional (LGO linked to MathematicaNumerical performance results 

Mathematics Subject Classification (2000)

65K30 90C05 90C31 

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Copyright information

© Sociedad de Estadística e Investigación Operativa 2011

Authors and Affiliations

  1. 1.PCS Inc.HalifaxCanada
  2. 2.Department of Industrial EngineeringÖzyeğin UniversityIstanbulTurkey
  3. 3.Physicist at Large ConsultingAmblerUSA

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