Software

Commercial Optimization Software

Commercial software for design optimization is powerful and versatile tools. A course in design optimization should expose the students to state-of-the-art software as well as to the mathematics behind them. A list of commercial software suitable for a course based on this textbook is as follows.

  • ACSL Optimize (Advanced Continuous Simulation Language) is a product suite by MGA Software available at the Free Library (http://www.thefreelibrary.com) that provides support for mathematical simulation, parameter estimation, and sensitivity analysis. It is designed for researchers and engineers in chemistry, chemical engineering, and related fields.
  • Design Optimization Tools (DOT and BIGDOT) software available from Vanderplaats R&D (www.vrand.com) contains general-purpose nonlinear programming codes designed to interface with simulation analysis programs. The original development was motivated by structural optimization applications and is demonstrated in the specialized GENESIS software from the same company.
  • EASY-OPT Express is a fully fledged interactive optimization package under the Microsoft Windows platform freely available from K. Schittkowski (www.klaus-schittkowski.de). It can solve general nonlinear programming, least squares, L1, min-max, and multicriteria problems interactively. Schittkowski’s site contains also a large number of other well-coded optimization algorithms.
  • HEEDS is a collection of primarily nongradient algorithms from Red Cedar Technology (www.redcedartech.com) designed for use with simulation-based functions computed by commercial CAE software.
  • The HSL Mathematical Software Library (www.hsl.rl.ac.uk), formerly the Harwell Subroutine Library, is a collection of packages for large-scale scientific computation written and developed by the Numerical Analysis Group at the UK Science and Technology Facilities Council, Rutherford Appleton Laboratory, and other experts. It contains a suite of Fortran, MATLAB, and C modules updated for modern high-performance computation.
  • IMSL, originally created as the International Mathematical and Statistical Libraries in the late 1960s for use in business, engineering, and the sciences, is now fully modernized and marketed by Rogue Wave Software (www.roguewave.com).
  • iSIGHT, originally developed by Engineous Software and motivated by artificial intelligence techniques, is a GUI-based optimization package, part of the Dassault Systémes (www.3ds.com) Isight and Simulia Execution Engine for process automation and design exploration.
  • modeFRONTIER is an integration platform for multiobjective and multidisciplinary optimization (www.esteco.com/modefrontier) with a strong GUI interface.
  • The MATLAB Optimization Toolbox in the popular MATLAB package from Mathworks (www.mathworks.com) includes gradient and nongradient algorithms.
  • The Maple symbolic computation software from Maplesoft (www.
    maplesoft.com) includes a global optimization package based on the Optimus software from Noesis Solutions.
  • Mathematica from Wolfram Research (www.wolfram.com) is another
    symbolic mathematics package that includes local and global search
    algorithms.
  • The NEOS (Network-Enabled Optimization System) Server (www.neosserver.org) is a free collection of algorithms originally developed by the Optimization Technology Center of Argonne National Laboratory (www.mcs.anl.gov/otc), now hosted by the Wisconsin Institutes for Discovery at the University of Wisconsin in Madison.
  • Optimus is a GUI-based optimization package from Noesis SolutionsACSL Optimize (Advanced Continuous Simulation Language) is a product suite by MGA Software available at the Free Library (http://www.thefreelibrary.com) that provides support for mathematical simulation, parameter estimation, and sensitivity analysis. It is designed for researchers and engineers in chemistry, chemical engineering, and related fields.
  • TOMLAB is an optimization and modeling language platform for solving optimization problems in Matlab (http://tomopt.com). It contains algorithms for linear, discrete, global, and nonlinear optimization, Fortran and C solvers, and numerical and automatic differentiation routines. It also has a dedicated optimal control page (tomdyn.com).
  • The Solver add-on for the Microsoft Excel spreadsheet program provided by Frontline Systems (www.frontsys.com) provides solutions for NLP problems using a GRG algorithm, as well as several other classes of linear and mixed-discrete problems.

ODE Toolkit

In the ODE Laboratory, we have maintained an “ODE Toolkit” that includes short introductions to various algorithms and software packages. We have found these introductions to be useful in lowering the barrier of entry for students who are completely new to the field. Most packages have very good online users manuals and they should be consulted. Software companies also offer frequent webcasts with introductions to their products and their use.

The ODE Toolkit Example from 2010 included here contains beginner’s guides for the following optimization codes.

  • Excel — Continuous and discrete optimization within Microsoft’s spreadsheet package
  • MATLAB/FMINCON — Sequential Quadratic Programming in MATLAB
  • DIRECT — Derivative-free algorithm in MATLAB.
  • Simulated Annealing — Stochastic derivative-free algorithm in MATLAB.
  • NOMADm — Nonlinear Optimization for Mixed vAriables and Derivatives in MATLAB.
  • Optimus by Noesis Solutions — a GUI-based software package, which includes SQP, GRG, and Kriging, and many other features.
  • iSIGHT by Engineous Software — MOST, SQP, LSGRG2 and others in a GUI-based package with many other features.