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2007/1–2 - Széchenyi István Egyetem

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72<br />

Járműipari innováció – JRET<br />

Due to its theoretical challenges and practical relevance, GO has<br />

become an important area of research in recent decades. As of<br />

<strong>2007</strong>, a few hundred (English or other) textbooks, many thousands<br />

of research articles, and an increasing number of websites are<br />

devoted partly or completely to the subject. The most important<br />

GO model types and solution approaches are discussed in detail<br />

by the Handbook of Global Optimization volumes, edited by<br />

Horst and Pardalos (1995), and by Pardalos and Romeijn (2002).<br />

For illustration, we list also several other books that discuss the<br />

subject in research level detail. The early development in GO<br />

(approximately until the late 1980s) was primarily devoted to<br />

model classifications and structural studies, and to the analysis<br />

of algorithmic frameworks to handle such problems with proven<br />

deterministic or stochastic global convergence properties. Several<br />

of the most important, broadly applicable GO model classes are:<br />

concave minimization (over a convex or non-convex set), general<br />

(indefinite) quadratic programming, Lipschitz optimization (all<br />

functions are Lipschitz-continuous) or the most general case<br />

defined by merely continuous functions as in (1). These model<br />

classes are not disjoint; in fact, their hierarchy can be easily<br />

established. With respect to GO strategies, we mention here only<br />

a few prominent approaches. These include, in many variants,<br />

deterministically convergent branch-and-bound methods, and<br />

stochastically convergent adaptive search methods. The various<br />

heuristic approaches include adaptive neighborhood searches<br />

(simulated annealing and others), population-based (evolutionary<br />

and other) search procedures, as well as methods specifically<br />

targeted to handle GO models with computationally expensive<br />

functions. For technical discussions of GO models and methods,<br />

we refer to Horst and Pardalos (1995), Pintér (1996), Tawarmalani<br />

and Sahinidis (2002), Zabinsky (2003), Neumaier (2004), and<br />

Nowak (2005).<br />

2. SOFTWARE DEVELOPMENT<br />

The key theoretical advances have been followed by GO software<br />

implementations since the mid-eighties. Today (<strong>2007</strong>)<br />

professionally developed and supported software products are<br />

available for (C and FORTRAN, and several other linkable) compiler<br />

platforms, spreadsheets, optimization modeling languages (to<br />

our best knowledge, currently for AIMMS, AMPL, GAMS, LINGO,<br />

and MPL), and for integrated scientific-technical computing<br />

systems such as Maple, Mathematica, and MATLAB. In addition<br />

to professional software developments, non-commercial software<br />

projects are also devoted to solving various GO problem types:<br />

visit e.g. Mittelmann (2006) and Neumaier (2006) for information<br />

on non-commercial systems. A summary listing of the currently<br />

available professional software products is presented below<br />

(again, to our knowledge, since the software scenery changes<br />

rapidly). For further details, visit the developers’ websites, and<br />

consult Pintér (2006c).<br />

– AIMMS, by Paragon Decision Technology (www.aimms.com):<br />

the BARON and LGO global solver engines are offered with this<br />

modeling system as add-on options.<br />

– AMPL, by AMPL LLC (www.ampl.com): the LGO global solver<br />

engine is available.<br />

– Excel Premium Solver Platform (PSP), by Frontline Systems<br />

(www.solver.com). The developers of the PSP offer a global presolver<br />

option to be used with several of their local optimization<br />

engines: these include LSGRG, LSSQP, and KNITRO. Frontline<br />

Systems also offers – as genuine global solvers – an Interval Global<br />

Solver, an Evolutionary Solver, LGO and OptQuest.<br />

– GAMS, by the GAMS Development Corporation (www.gams.<br />

com): currently, BARON, DICOPT, LGO, MSNLP, OQNLP, and SBB<br />

are offered as solver options for global optimization.<br />

– LINGO, by LINDO Systems (www.lindo.com): both the<br />

LINGO modeling environment and What’sBest! (the company’s<br />

spreadsheet solver) have built-in global solver functionality.<br />

– Maple, by Maplesoft (www.maplesoft.com) offers the Global<br />

Optimization Toolbox as an add-on product.<br />

– Mathematica, by Wolfram Research (www.wolfram.<br />

com) has a built-in function called NMinimize for numerical<br />

global optimization. Several third-party GO packages can be<br />

directly linked to Mathematica: these are Global Optimization,<br />

MathOptimizer, and MathOptimizer Professional.<br />

– MPL, by Maximal Software (www.maximal-usa.com): the LGO<br />

solver engine is offered as an add-on.<br />

– TOMLAB, by TOMLAB Optimization AB (www.tomopt.com) is a<br />

platform for solving MATLAB models. The TOMLAB global solvers<br />

include CGO, LGO, MINLP, and OQNLP. MATLAB’s own Genetic<br />

Algorithm and Direct Search Toolboxes also have (heuristic) global<br />

solver capabilities.<br />

Let us point out that the listed model development and solver<br />

environments are aimed at meeting the needs of different types<br />

of users. Key categories include educational users (instructors and<br />

students); research scientists, engineers, consultants, and other<br />

practitioners (possibly, but not necessarily equipped with an indepth<br />

optimization related background); optimization experts,<br />

software application developers, and other “power users.” (The<br />

user categories listed are not necessarily disjoint.) The pros and<br />

cons of the individual software products − in terms of their hardware<br />

and software demands, ease of usage, model prototyping<br />

options, detailed code development and maintenance features,<br />

optimization model verification and processing tools, availability of<br />

solver options and other auxiliary tools, program execution speed,<br />

overall level of system integration, quality of related documentation<br />

and support, customization options, and communication with end<br />

users − make the corresponding modeling and solver approaches<br />

more or less attractive for various user groups. We give here two<br />

generic examples, with a hint towards engineering applications.<br />

High-level integrated systems – Maple, Mathematica, and MATLAB<br />

– can provide a one-stop “universal” solution (platform) for<br />

interdisciplinary research and development (R&D) as well as for<br />

model prototyping. At the other end of the spectrum, compilerbased<br />

solver implementations can become part (as an optimization<br />

module) of specialized, proprietary decision support systems that<br />

are typically developed by larger companies.<br />

3. GLOBAL OPTIMIZATION APPLICATIONS<br />

Global optimization has become an established discipline that<br />

is now taught worldwide at leading academic institutions. GO<br />

technology and software is also increasingly applied in various<br />

contexts, including research and industrial practice. The currently<br />

available professional software implementations are routinely<br />

used to handle models with tens, hundreds, and sometimes even<br />

thousands of variables and constraints. Let us keep in mind,<br />

however the potential difficulty of GO model instances: if one is<br />

interested in a guaranteed high-quality solution, then software<br />

runtimes could easily become minutes, hours, days, weeks, or<br />

more, even on today’s high-performance computers. Although one<br />

can expect further significant speed-up due to both algorithm and<br />

software development and to progress in computer technology,<br />

the theoretically exponential “curse of dimensionality” associated<br />

with the subject of GO will always remain valid.<br />

In the most general terms, global optimization technology is wellsuited<br />

to analyze and solve complex nonlinear models in applied<br />

mathematics and the sciences; advanced (acoustic, aerospace,<br />

automotive, chemical, control, electrical, environmental, process,<br />

telecommunications) engineering; biotechnology, medical and<br />

pharmaceutical studies; econometrics and financial modeling.<br />

For application examples, case studies, and further perspectives,<br />

<strong>2007</strong>/<strong>1–2</strong>. A jövő járműve

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