Optimization Technologies Center OPTEX (OPTEX Ltd.)

PRODUCTS:

**1.SOLVEX Fortran Libraries -** numerical algorithms package which includes routines for unconctrained, nonlinear constrained, global minimization and multicriterial optimization (more than 20 various algorithms).

Optimization - Routines

Unconstrained Minimization

Ellipsoid __UEL
__R-algorithm of Shor

Minimization with simple Bounds

Direct search __UBDS
__Random search

Nonlinear Constrained Minimization

Ellipsoid __NEL__

Possible directions __NPD
__Linearized function

Constrained Global Minimization

Nonuniform covering __GNC
__Cluster search

Multicriterion Optimization

Additive convolution __MAC
__Chebyshev convolution

Service Routines

Admissible point __ADMP
__Forward-difference gradient

SOLVEX for WINDOWS and SOLVEX OCX** - optimization system for OCX (VBX) and WINDOWS applications. **

SOLVEX is integrated application software intended for the following:

· solution of nonlinear constrained optimization problems;

· solution of multi-variables global optimization problems;

· solution of nonlinear multicriterial problems;

· symbolic transformation and preprocessing of problem description;

· creation the effective of algorithm combinations relying on hierarchical

structure of algorithms library (more than 150 various variants);

· demonstration graphics;

General

* Purposes: *Solution of nonlinear optimization problems - constrained and unconstrained function minimization, search of global extremum of multi-variables nonlinear function, multicriterial Pareto-search and Pareto-approximation;

symbolic computation;

* Applications:* You can use SOLVEX for solving your problem directly, for including into application program, or as add-on tool for well-recognised mathematical systems (Mathematica, Matlab, MathCad etc.);

powerful algorithms library, module structure, special interface and VBX standard enables both a professional and nonprofessional users to solve difficult mathematical problems quickly and effectively.

** Mode of operation: **Symbolic expressions or DLL code for problems description;ODBC interface, open architecture for connection to external programs (VBX format).

Main system units

Optimization Algorithms library

* Unconstrained minimization*: Direct search method, conjugate gradients algorithm, conjugate directions Powell's and transform space gradients algorithms;

* Constrained minimization: *Penalty functions method, parametrization algorithm, modified Lagrange functions method;

* Global (multi-extremal) optimization:* non-uniform covering algorithms, cluster algorithm, genetic algorithms;

* Multi-criterial (Pareto search) optimization:* Convolution (including goal programming) and direct approximation algorithms.

Symbolic computation module

* Calculus:* Differentiation and integration, interval algebra;

Graphics module

* Plots:* superposition of elementary functions, parametrization functions, serial graphics, region of attractions, graphics for demonstration of the optimization process dynamic.

Microsoft Windows Version SOLVEX 3.1

* System requirements:* 80486 or higher, Windows 3.1 or later, 1 Mb HDD

(MS-DOS Version SOLVEX 2.0 is available )