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- Posted-By: auto-faq 2.4
- Archive-name: nonlinear-programming-faq
- Last-modified: March 1, 1995
-
- Nonlinear Programming - Frequently Asked Questions List
- +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
- Posted monthly to Usenet newsgroup sci.op-research
- World Wide Web version:
- http://www.skypoint.com/subscribers/ashbury/nonlinear-programming-faq.html
- Plain-text version:
- ftp://rtfm.mit.edu/pub/usenet/sci.answers/nonlinear-programming-faq
- Date of this version: March 1, 1995
- +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
-
- "A couple of months in the laboratory can save a couple of hours in
- the library." -- Author unknown
-
- o Q1. "What is Nonlinear Programming?"
- o Q2. "What software is there for nonlinear optimization?"
- o Q3. "I wrote an optimization code. Where are some test models?"
- o Q4. "What references are there in this field?"
- o Q5. "How do I access the Netlib server?
- o Q6. "Who maintains this FAQ list?"
-
- See also the related Linear Programming FAQ.
-
-
- Q1. "What is Nonlinear Programming?"
- +++++++++++++++++++++++++++++++++++++
-
- A: A Nonlinear Program (NLP) is a problem that can be put into
- the form
-
- minimize F(x)
- subject to g (x) = 0 for i=1,...,m1 where m1 >= 0
- i
- h (x) >= 0 for j=m1+1,...,m where m >= m1
- j
-
- That is, there is one scalar-valued function F, of several variables
- (x here is a vector), that we seek to minimize subject (perhaps) to
- one or more other such functions that serve to limit or define the
- values of these variables. F is called the "objective function", while
- the various other functions are called the "constraints". (If
- maximization is sought, it is trivial to do so, by multiplying F by
- -1.)
-
- Because NLP is a difficult field, researchers have identified special
- cases for study. A particularly well studied case is the one where
- all the constraints g and h are linear. The name for such a problem,
- unsurprisingly, is "linearly constrained optimization". If, as well,
- the objective function is quadratic at most, this problem is called
- Quadratic Programming (QP). A further special case of great
- importance is where the objective function is entirely linear; this is
- called Linear Programming (LP) and is discussed in a separate
- FAQ list. Another important special case, called unconstrained
- optimization, is where there are no constraints at all.
-
- One of the greatest challenges in NLP is that some problems
- exhibit "local optima"; that is, spurious solutions that merely
- satisfy the requirements on the derivatives of the functions. Think
- of a near-sighted mountain climber in a terrain with multiple
- peaks, and you'll see the difficulty posed for an algorithm that tries
- to move from point to point only by climbing uphill. Algorithms
- that propose to overcome this difficulty are termed "Global
- Optimization".
-
- The word "Programming" is used here in the sense of "planning";
- the necessary relationship to computer programming was
- incidental to the choice of name. Hence the phrase "NLP program"
- to refer to a piece of software is not a redundancy, although I tend
- to use the term "code" instead of "program" to avoid the possible
- ambiguity.
-
-
- Q2. "What software is there for nonlinear optimization?"
- +++++++++++++++++++++++++++++++++++++++++++++++++++++++++
-
- A: It's unrealistic to expect to find one general NLP code that's
- going to work for every kind of nonlinear model. Instead, you
- should try to select a code that fits the problem you are solving. If
- your problem doesn't fit in any category except "general", or if you
- insist on a globally optimal solution (except when there is no
- chance of encountering multiple local optima), you should be
- prepared to have to use a method that boils down to exhaustive
- search, i.e., you have an intractable problem.
-
- Several of the commercial LP codes referenced in the LP FAQ
- have specialized routines, particularly QP. The ones that I know of
- that have some form of QP are: LINDO, KORBX, LOQO,
- MPS-III, OSL, and PC-PROG. Of course, you don't generally get
- source code when you license one of these products; but many of
- them can be licensed as a callable library of solver routines. Many
- general nonlinear problems can be solved (or at least confronted)
- by application of a sequence of LP or QP approximations.
-
- There are ACM TOMS routines for QP, #559 and #587, available
- in ftp://netlib2.cs.utk.edu/toms/559 and
- ftp://netlib2.cs.utk.edu/toms/587
-
- There is a directory on Netlib, ftp://netlib2.cs.utk.edu/opt,
- containing a collection of optimization routines. The last time I
- checked, I saw
-
- o "praxis" (unconstrained optimization, without requiring
- derivatives)
- o "tn" (Newton method for unconstrained or simple-bound
- optimization)
- o "ve08" (optimization of unconstrained separable function).
- o "simann" (unconstrained optimization using Simulated
- Annealing)
- o "subplex"(unconstrained optimization, general multivariate
- functions)
- o "donlp" (differentiable nonlinear optimization, dense linear
- algebra)
- o "hooke" (Hooke and Jeeves method)
-
- A package called conmin (unrelated to the one by Vanderplaats and
- Associates), is available at ftp://anusf.anu.edu.au/mld900/conmin.
- Any comments should be sent to Murray Dow at
- m.dow@anusf.anu.edu.au. The author states that it is reliable but
- not state of the art; surpassed, for instance, by FSQP.
-
- Will Naylor (naylor@mti.sgi.com) has a package written in ANSI
- C that uses conjugate gradient methods, which he will supply to
- anybody who requests by e-mail.
-
- NSWC Library of Mathematical Subroutines has a subroutine to
- minimize a function of n variables (OPTF) and a subroutine to
- solve a system of nonlinear equations (HBRD). Such routines are
- also available in NMS library [Kahaner].
-
- For nonlinear optimization problems with both continuous and
- binary variables (MINLP), there is a code called DICOPT++,
- available commercially from GAMS Development Corp. Contact
- gams@gams.com for more information. (There is a survey article,
- "Constrained Nonllinear 0-1 Programming" by Hansen, Jaumard,
- and Mathon, in the ORSA Journal on Computing, 5, 2, Spring
- 1993.)
-
- While they are not NLP solvers, per se, attention should be given to
- modeling languages like GAMS (Scientific Press), LINGO
- (LINDO Systems), AIMMS (Paragon Decision Technology) and
- AMPL (information is in netlib/opt/ampl.info.Z on the netlib
- server, or send email to ampl@research.att.com - see also the
- WWW home page for AMPL at
- ftp://netlib.att.com/netlib/att/cs/home/ampl/ampl.html). These
- products have links to various solvers, commercial and otherwise.
- See the Linear Programming FAQ for details on contacting the
- vendors of these products.
-
- Microsoft Excel 4.0 and above has a function called "Solver",
- based on GRG2. This product runs on PC and Macintoshes. The
- attraction of this approach is that models can be built using the
- spreadsheet. I am told that this function can handle 200 independent
- variables and 500 constraints.
-
- Information related to Semidefinite Programming is at
- ftp://orion.uwaterloo.ca/pub/henry/teaching/co769g/readme.html,
- which includes a pointer to some software. There is a code by
- Lieven Vandenberghe & Stephen Boyd at
- ftp://isl.stanford.edu/pub/boyd/semidef_prog for semidefinite
- programming which can be used to solve many nonlinear, convex
- optimization problems; includes full C source (which calls
- LAPACK), which can be used directly or via matlab mex file
- interfaces, matlab examples, and documentation.
-
- For difficult problems like Global Optimization, methods like
- Genetic Algorithms and Simulated Annealing have been studied
- heavily. I'm not well-versed in any of these topics, and I have been
- assured of contradictory things by different experts. A particular
- point of controversy is whether there is a proof of optimality for
- practical variants of such algorithms for Global Optimization
- problems, and I take no particular stand on the issue (since for
- difficult problems such a proof may be of academic interest only).
- Even moreso than usual, I say "let the user beware" when it comes
- to code. There's a (compressed) Postscript file available at
- ftp://beethoven.cs.colostate.edu/pub/TechReports/1993/tr-103.ps.Z,
- containing a forty-page introduction to the topic of GA. The
- Usenet newsgroup on GA, comp.ai.genetic, has a FAQ on the topic,
- otherwise known as "The Hitch-Hiker's Guide to Evolutionary
- Computation", available at
- ftp://rtfm.mit.edu/pub/usenet/news.answers/ai-faq/genetic.
- Genetic Algorithm code can be obtained at
- ftp://cs.ucsd.edu/pub/GAucsd. Simulated Annealing code for NLP
- and other problems is available at
- ftp://ftp.alumni.caltech.edu/pub/ingber - contact Lester Ingber
- (ingber@alumni.caltech.edu) for more info. A code called SDSC
- EBSA (Ensemble Based Simulated Annealing) is available at
- ftp://ftp.sdsc.edu/pub/sdsc/math/Ebsa, or contact Richard Frost
- (frost@sdsc.edu). And there is the simann code available on Netlib,
- mentioned above. For other ideas on Global Optimization, you may
- want to consult one of the books given in the section on references ,
- such as [Nemhauser] or one of the ones with "Global" in its title.
- There is also the Journal of Global Optimization, published by
- Kluwer.
-
- Another technique that should be considered is "Constraint
- Programming" (sometimes embedded in Prolog-like languages to
- form "Constraint Logic Programming"). There is a Usenet
- newsgroup, comp.constraints, devoted to the topic. A WWW page
- exists at
- http://web.cs.city.ac.uk/archive/constraints/constraints.html. Or
- you can access the FAQ at
- //ftp.cs.city.ac.uk/pub/constraints/constraints-faq. The maintainer
- of that FAQ, Michael Jampel (jampel@cs.city.ac.uk), suggests CLP
- is best suited for small problems that don't fit typical OR
- categories (LP, QP, etc.),
-
- "especially if there is indeterminism / incompleteness.
- Also, if you wish to mix numeric with non-numeric
- domains.... Also, if you need to do a lot of encoding of your
- problem to get it to fit into the OR technique; it may be
- better to use a relatively slow CSP technique on 10
- variables rather than a super-fast OR technique on 2^10
- variables."
-
- Here is a summary of other NLP codes mentioned in newsgroups in
- the past few years, sorted alphabetically. Perhaps someone will
- volunteer to organize these references more usefully.
-
- o Amoeba - Numerical Recipes
- o Brent's Method - Numerical Recipes
- o CONMIN - Vanderplaats, Miura & Associates, Colorado
- Springs, Colorado, 719-527-2691.
- o CONOPT - large-scale GRG code, by Arne Drud.
- Available with GAMS, AIMMS, or AMPL (modeling
- languages - see LP FAQ) or standalone.
- o DFPMIN - Numerical Recipes (Davidon-Fletcher-Powell)
- o Eureka - Borland Software (for IBM PC class of machines)
- o FSQP/CFSQP (Fortran/C) - Contact Andre Tits,
- andre@src.umd.edu. Free of charge to academic users.
- Solves general nonlinear constrained problems, including
- constrained minimax problems. CFSQP (C code) includes a
- scheme to efficently handle problems with many constraints
- (e.g., discretized semi-infinite problems).
- o GENOCOP - Solves linearly constrained problems via a
- Genetic algorithm, available at ftp://unccsun.uncc.edu.
- Author: Zbigniew Michalewicz, zbyszek@mosaic.uncc.edu.
- o GINO - LINDO Systems, Chicago, IL
- o GRG2 - Leon Lasdon, University of Texas, Austin TX
- o Harwell Library routines
- o VF01: based on R. Fletcher algorithm
- o VF02: based on M. Powell alogorithm
- o VF03: using "watchdog techniques" for line search.
- An improved version of VF02.
- o VF04: Automatically calculate 1st order derivatives,
- VF03 ia required to provide the derivatives.
- o Hooke and Jeeves algorithm - see reference below. A
- version is available at ftp://netlib2.cs.utk.edu/opt/hooke.c,
- and may be useful because it handles nondifferentiable
- and/or discontinuous functions.
- o IMSL routine UMINF and UMIDH.
- o LANCELOT - large-scale NLP. See the book by Conn et
- al. in the references section. For peaceful purposes only. For
- information on licensing this package, see the email
- addresses for Conn, Toint, or Gould, in the entry for CUTE,
- o LSSOL - Stanford Business Software Inc. (See MINOS)
- This code does convex (positive semi-definite) QP. Is the
- QP solver used in current versions of NPSOL.
- o MATLAB Optimization Toolbox - The Mathworks, Inc.
- 508-653-1415. Handles various nonlinear optimization
- problems. Data sheet available in postscript format at
- ftp://ftp.mathworks.com/pub/product-info/optimization.ps
- Email address: info@mathworks.com .
- o MINOS - Stanford Business Software Inc., 415-962-8719.
- Mailing address: 2672 Bayshore Parkway, Suite 304,
- Mountain View, CA 94043. Email:
- mike@sol-michael.stanford.edu. This large-scale code is
- often used by researchers as a "benchmark" for others to
- compare with.
- o MINPACK I and II - Contact Jorge More',
- more@mcs.anl.gov, or check
- ftp://netlib2.cs.utk.edu/minpack. Solves dense nonlinear
- least-squares problems.
- o NAG Library routine E04UCF (essentially the same as
- NPSOL).
- o Nelder and Mead's method - Numerical Recipes, also
- Barabino.
- o NOVA - DOT Products, Houston TX
- o NPSOL - Stanford Business Software Inc. (See MINOS)
- o QLD - Contact: Klaus.Schittkowski@uni-bayreuth.de.
- Solves Quadratic Programming and other nonlinear
- problems.
- o QPSOL - see LSSOL.
- o SLATEC - Quadratic solvers dbocls, dlsei, and other
- routines. National Energy Software Center, 9700 Cass Ave.,
- Argonne, Illinois 60439. Also available at
- ftp://netlib2.cs.utk.edu/slatec
-
- An extremely useful book is the "Optimization Software Guide,"
- by Jorge More' and Stephen Wright, from SIAM Books. Call
- 1-800-447-7426 to order ($24.50, less ten percent if you are a
- SIAM member). It contains references to 75 available software
- packages, and goes into more detail than is possible in this FAQ.
-
- I would be extremely interested in hearing of people's experiences
- with the codes they learn about from reading this FAQ. (Note, I'm
- looking for more-or-less independent confirmation or denial of
- the practicality of codes.)
-
-
- Q3. "I wrote an optimization code. Where are some test models?"
- +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
-
- A: There are various test sets for NLP. Among those I've seen
- mentioned are:
-
- o A. Corana et al, "Minimizing Multimodal Functions of
- Continuous Variables with the Simulated Annealing
- Algorithm," ACM Transactions on Mathematical Software,
- Vol. 13, No. 3, Sept 1987, pp. 262-280. (Difficult
- unconstrained nonlinear models)
- o C.A. Floudas and P.M. Pardalos, A Collection of Test
- Problems for Constrained Global Optimization Algorithms,
- Springer-Verlag, Lecture Notes in Computer Science 455
- (1990).
- o W.W. Hager, P.M. Pardalos, I.M. Roussos, and H.D.
- Sahinoglou, Active Constraints, Indefinite Quadratic
- Programming, and Test Problems, Journal of Optimization
- Theory and Applications Vol. 68, No. 3 (1991), pp.
- 499-511.
- o J. Hasselberg, P.M. Pardalos and G. Vairaktarakis, Test case
- generators and computational results for the maximum
- clique problem, Journal of Global Optimization 3 (1993),
- pp. 463-482.
- o B. Khoury, P.M. Pardalos and D.-Z. Du, A test problem
- generator for the steiner problem in graphs, ACM
- Transactions on Mathematical Software, Vol. 19, No. 4
- (1993), pp. 509-522.
- o Y. Li and P.M. Pardalos, Generating quadratic assignment
- test problems with known optimal permutations,
- Computational Optimization and Applications Vol. 1, No. 2
- (1992), pp. 163-184.
- o P. Pardalos, "Generation of Large-Scale Quadratic
- Programs", ACM Transactions on Mathematical Software,
- Vol. 13, No. 2, p. 133.
- o P.M. Pardalos, Construction of test problems in quadratic
- bivalent programming, ACM Transactions on
- Mathematical Software, Vol. 17, No. 1 (1991), pp. 74-87.
- o P.M. Pardalos, Generation of large-scale quadratic
- programs for use as global optimization test problems,
- ACM Transactions on Mathematical Software, Vol. 13, No.
- 2 (1987), pp. 133-137.
- o F. Schoen, "A Wide Class of Test Functions for Global
- Optimization", J. of Global Optimization, 3, 133-137,
- 1993, with C source code available at
- ftp://ghost.dsi.unimi.it/pub/schoen.
- o publications (referenced in another section of this list) by
- Schittkowski; Hock & Schittkowski; Torn & Zilinskas.
-
- Some of the other publications listed in the references section also
- may contain problems that you could use to test a code.
-
- A package called CUTE (Constrained and Unconstrained Testing
- Environment) is a set of Fortran subroutines, system tools and test
- problems in the area of nonlinear optimization and nonlinear
- equations, available at ftp://joyous-gard.cc.rl.ac.uk/pub/cute. or at
- ftp://thales.math.fundp.ac.be/cute. A LaTex formatted manuscript
- is included in the distribution file. Download the README file
- first and follow the directions contained therein. Questions should
- be directed toward any of the package's authors:
-
- o Ingrid Bongartz bongart@watson.ibm.com
- o Andy Conn arconn@watson.ibm.com
- o Nick Gould gould@cerfacs.fr
- o Philippe Toint pht@math.fundp.ac.be
-
- John Beasley has posted information on his OR-Lib, which
- contains various optimization test problems. Send e-mail to
- umtsk99@vaxa.cc.imperial.ac.uk to get started. Or have a look in
- the Journal of the Operational Research Society, Volume 41,
- Number 11, Pages 1069-72. Available at
- ftp://mscmga.ms.ic.ac.uk/pub. The only nonlinear models in this
- collection at this writing are Quadratic Assignment problems.
-
- A collection of Global Optimization problems resides at
- ftp://fourier.ee.ucla.edu/pub. In this directory, reverse.zip
- (reverse.tar.Z) and concave.zip (concave.tar.Z) contain a collection
- of test problems for linear reverse convex programs, known as
- LRCP and concave minimization problems. For further details, see
- the README file in the directory, or contact Khosrow
- Moshirvaziri at moshir@ee.ucla.edu.
-
- The modeling language GAMS comes with about 150 test models,
- which you might be able to test your code with. The models are in
- the public domain according to the vendor, although you need
- access to a GAMS system if you want to run them without
- modifying the files. The modeling system AIMMS also comes
- with a number of test models.
-
- In the journal Mathematical Programming, Volume 61 (1993)
- Number 2, there is an article by Calamai et al. that discusses how
- to generate QP test models. It gives what seems a very full
- bibliography of earlier articles on this topic. The author offers at
- the end of the article to send a Fortran code that generates QP
- models, if you send email to phcalamai@dial.waterloo.edu.
-
- The paper "An evaluation of the Sniffer Global Optimization
- Algorithm Using Standard Test Functions", Roger A.R. Butler and
- Edward E. Slaminka, J. Comp. Physics, 99, 28-32, (1992) mentions
- the following reference containing 7 functions that were intended
- to thwart global minimization algorithms: "Towards Global
- Optimization 2", L.C.W. Dixon and G.P. Szego, North-Holland,
- 1978. [from Dean Schulze - schulze@asgard.lpl.arizona.edu]
-
-
- Q4. "What references are there in this field?"
- +++++++++++++++++++++++++++++++++++++++++++++++
-
- A: What follows here is an idiosyncratic list, a few books that I
- like or have been recommended on the net. I have *not* reviewed
- them all. I have marked with an arrow ("->") books that received
- positive mention in an informal poll on Usenet, regarding good
- textbooks for a course on optimization.
-
- General reference
-
- o Nemhauser, Rinnooy Kan, & Todd, eds, Optimization,
- North-Holland, 1989. (Very broad-reaching, with large
- bibliography. Good reference; it's the place I tend to look
- first. Expensive, and tough reading for beginners.)
-
- Other publications (can someone help classify these more
- usefully?)
-
- o Barabino, et al, "A Study on the Performances of Simplex
- Methods for Function Minimization," 1980 Proceedings of
- the IEEE International Conference on Circuits and
- Computers, (ICCC 1980), pp. 1150-1153.
- o -> Bazaraa, Shetty, & Sherali, Nonlinear Programming,
- Theory & Applications, Wiley, 1994.
- o Coleman & Li, Large Scale Numerical Optimization,
- SIAM Books.
- o Conn, A.R., et al., "LANCELOT: A code for large-scale,
- constrained, NLP", Springer series in computational
- mathematics, 1992.
- o Dennis & Schnabel, Numerical Methods for Unconstrained
- Optimization and Nonlinear Equations, Prentice Hall, 1983.
- o Du and Sun (eds.), Advances in Optimization and
- Approximation, Kluwer, 1994.
- o Fiacco & McCormick, Sequential Unconstrained
- Minimization Techniques, SIAM Books. (An old standby,
- given new life by the interior point LP methods.)
- o Fletcher, R., Practical Methods of Optimization, Wiley,
- 1987. (Good reference for Quadratic Programming, among
- other things.)
- o Floudas & Pardalos, Recent Advances in Global
- Optimization, Princeton University Press, 1992.
- o Gill, Murray & Wright, Practical Optimization, Academic
- Press, 1981. (An instant NLP classic when it was
- published.)
- o Himmelblau, Applied Nonlinear Programming,
- McGraw-Hill, 1972. (Contains some famous test
- problems.)
- o Hock & Schittkowski, Test Examples for Nonlinear
- Programming Codes, Springer-Verlag, 1981.
- o Hooke & Jeeves, "Direct Search Solution of Numerical and
- Statistical Problems", Journal of the ACM, Vol.8 pp.
- 212-229, April 1961.
- o Horst and Pardalos (eds.), Handbook of Global
- Optimization, Kluwer, 1995.
- o Horst and Tuy, Global Optimization, Springer-Verlag,
- 1993.
- o Kahaner, Moler & Nash, Numerical Methods and Software,
- Prentice- Hall.
- o Lau, H.T., A Numerical Library in C for Scientists and
- Engineers, CRC Press, 1994. (Contains a section on
- optimization.)
- o -> Luenberger, Introduction to Linear and Nonlinear
- Programming, Addison Wesley, 1984. (Updated version of
- an old standby.)
- o More', "Numerical Solution of Bound Constrained
- Problems", in Computational Techniques & Applications,
- CTAC-87, Noye & Fletcher, eds, North-Holland, 29-37,
- 1988.
- o More' & Toraldo, Algorithms for Bound Constrained
- Quadratic Programming Problems, Numerische
- Mathematik 55, 377-400, 1989.
- o More' & Wright, "Optimization Software Guide", SIAM,
- 1993.
- o Nocedal, J., summary of algorithms for unconstrained
- optimization in "Acta Numerica 1992".
- o Pardalos & Wolkowicz, eds., Quadratic Assignment and
- Related Problems, American Mathematical Society,
- DIMACS series in discrete mathematics, 1994.
- o Powell, M.J.D., "A Fast Algorithm for Nonlinearly
- Constrained Optimization Calculations", Springer-Verlag
- Lecture Notes in Mathematics, vol. 630, pp. 144-157.
- (Implemented in the Harwell Library)
- o Press, Flannery, Teukolsky & Vetterling, Numerical
- Recipes, Cambridge, 1986.
- o Schittkowski, Nonlinear Programming Codes,
- Springer-Verlag, 1980.
- o Schittkowski, More Test Examples for Nonlinear
- Programming Codes, Lecture Notes in Economics and
- Math. Systems 282, Springer 1987.
- o Torn & Zilinskas, Global Optimization, Springer-Verlag,
- 1989.
- o Wismer & Chattergy, Introduction to Nonlinear
- Optimization, North-Holland, 1978. (Undergrad text)
- o Wright, M., "Interior methods for constrained
- optimization", Acta Mathematica, Cambridge University
- Press, 1992. (Survey article.)
-
- Simulated Annealing & Genetic Algorithms
-
- o Davis, L. (ed.), Genetic Algorithms and Simulated
- Annealing, Morgan Kaufmann, 1989.
- o De Jong, "Genetic algorithms are NOT function
- optimizers" in Foundations of Genetic Algorithms:
- Proceedings 24-29 July 1992, D. Whitley (ed.) Morgan
- Kaufman
- o Goldberg, D., "Genetic Algorithms in Search,
- Optimization, and Machine Learning", Addison-Wesley,
- 1989.
- o Ingber "Very fast simulated re-annealing" Mathematical
- and Computer Modeling, 12(8) 1989, 967-973
- o Kirkpatrick, Gelatt & Vecchi, Optimization by Simulated
- Annealing, Science, 220 (4598) 671-680, 1983.
- o Michalewicz et al., article in volume 3(4) 1991 of the
- ORSA Journal on Computing.
- o Michalewicz, Z., "Genetic Algorithms + Data Structures =
- Evolution Programs", Springer Verlag, 1992.
- o Reeves, C.R., ed., Modern Heuristic Techniques for
- Combinatorial Problems, Halsted Press (Wiley). (Contains
- chapters on tabu search, simulated annealing, genetic
- algorithms, neural nets, and Lagrangean relaxation.)
-
- On-Line Papers
-
- o Computational Mathematics Archive (London and South
- East Centre for High Performance Computing)
- http://www.lpac.qmw.ac.uk/SEL-HPC/Articles/GeneratedHtml/math.opt.html
-
-
- Q5. "How do I access the Netlib server?
- ++++++++++++++++++++++++++++++++++++++++
-
- A: If you have FTP access, you can try "ftp netlib2.cs.utk.edu",
- using "anonymous" as the Name, and your email address as the
- Password. Do a "cd (dir)" where (dir) is whatever directory was
- mentioned, and look around, then do a "get (filename)" on anything
- that seems interesting. There often will be a "README" file,
- which you would want to look at first. Another FTP site is
- netlib.att.com although you will first need to do "cd netlib" before
- you can cd to the (dir) you are interested in. Alternatively, you can
- reach an e-mail server via "netlib@ornl.gov", to which you can
- send a message saying "send index from (dir)"; follow the
- instructions you receive. This is the list of sites mirroring the
- netlib repository:
-
- o Norway netlib@nac.no
- o England netlib@ukc.ac.uk
- o Germany anonymous@elib.zib-berlin.de
- o Taiwan netlib@nchc.edu.tw
- o Australia netlib@draci.cs.uow.edu.au
-
- For those who have WWW (Mosaic, etc.) access, one can access
- Netlib via the URL http://www.netlib.org. Also, there is, for X
- window users, a utility called xnetlib that is available at
- ftp://netlib2.cs.utk.edu/xnetlib (look at the "readme" file first).
-
-
- Q6. "Who maintains this FAQ list?"
- +++++++++++++++++++++++++++++++++++
-
- A: John W. Gregory jwg@cray.com or ashbury@skypoint.com
- Applications Dept. Cray Research, Inc., Eagan, MN 55121 612-683-3673
-
- This article is Copyright 1995 by John W. Gregory. It may be
- freely redistributed in its entirety provided that this copyright
- notice is not removed. It may not be sold for profit or incorporated
- in commercial documents without the written permission of the
- copyright holder. Permission is expressly granted for this
- document to be made available for file transfer from installations
- offering unrestricted anonymous file transfer on the Internet.
-
- The material in this document does not reflect any official position
- taken by Cray Research, Inc. While all information in this article is
- believed to be correct at the time of writing, it is provided "as is"
- with no warranty implied.
-
- If you wish to cite this FAQ formally (hey, someone actually asked
- me this), you may use:
-
- Gregory, John W. (jwg@cray.com) "Nonlinear Programming FAQ",
- (1995) Usenet sci.answers. Available via anonymous FTP
- from rtfm.mit.edu in
- /pub/usenet/sci.answers/nonlinear-programming-faq
-
- There's a mail server on that machine, so if you don't have FTP
- privileges, you can send an e-mail message to
- mail-server@rtfm.mit.edu containing:
-
- send usenet/sci.answers/nonlinear-programming-faq
-
- as the body of the message to receive the latest version (it is posted
- on the first working day of each month). This FAQ is cross-posted
- to news.answers and sci.op-research. If you have access to a World
- Wide Web server (Mosaic, Lynx, etc.), you can use
- ftp://rtfm.mit.edu/pub/usenet/sci.answers/nonlinear-programming-faq.
- ftp://rtfm.mit.edu/pub/usenet/news.answers/nonlinear-programming-faq.
- ftp://rtfm.mit.edu/pub/usenet/sci.op-research/nonlinear-programming-faq.
-
- In compiling this information, I have drawn on my own knowledge
- of the field, plus information from contributors to Usenet groups
- and the ORCS-L mailing list. I give my thanks to all those who
- have offered advice and support. I've tried to keep my own biases
- (primarily, toward the high end of computing) from dominating
- what I write here, and other viewpoints that I've missed are
- welcome. Suggestions, corrections, topics you'd like to see
- covered, and additional material, are all solicited. Send email to
- jwg@cray.com
-
-
- END nonlinear-programming-faq
-