Implementation of novel methods of global and nonsmooth optimization: GANSO programming library
Beliakov, Gleb and Ugon, J. 2007, Implementation of novel methods of global and nonsmooth optimization: GANSO programming library, Optimization, vol. 56, no. 5 & 6, pp. 543-546.
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We discuss the implementation of a number of modern methods of global and nonsmooth continuous optimization, based on the ideas of Rubinov, in a programming library GANSO. GANSO implements the derivative-free bundle method, the extended cutting angle method, dynamical system-based optimization and their various combinations and heuristics. We outline the main ideas behind each method, and report on the interfacing with Matlab and Maple packages.
Notes
This is an electronic version of an article published in Optimization, vol. 56, no. 5 & 6, pp. 543-546. Optimization is available online at: http://www.informaworld.com/openurl?genre=article&issn=0233-1934&volume=56 &issue=5&6&spage=543
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