MathOptimizer Pro + 1-Yr CD

Overview

MathOptimizer Professional combines the power of Mathematica with the established LGO (Lipschitz Global Optimizer) solver suite, offering sophisticated application development tools and a solver-based functionality comparable to other compiler-based or optimization modeling language-related implementations

Key Features

• Improved, more robust, faster version of LGO
• Support for Intel, Lahey, Salford and G95 Fortran compilers. Support for Microsoft Visual C compilers
• Support for repeating a MathOptimizer Professional program run, without the need to recompile the C or Fortran code

General Features

• Global and local optimization of nonlinear problems with hundreds of variables and constraints, under minimal structural assumptions
• Automatic generation of C or Fortran code from Mathematica expressions
• Robust and efficient LGO solver suite, integrating 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
  • Seamless reporting of optimization results back to the calling Mathematica notebook document
• Support for the most widely used C and Fortran compilers

Supported Compilers

• Microsoft Visual C/C++ (6 and later)
• Intel Fortran
• Lahey Fortran 90 (4.5)
• Lahey Fortran 95 (5.7 and later)
• Salford Fortran 95
• G95
• Support for additional platforms and compilers will be made available upon request to the developers.

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