MathOptimizer Professional Products
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MathOptimizer Professional
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Features

New in Version 3
  • Improved, more robust, faster version of LGO
  • Support for Intel, Lahey, Salford and G95 Fortran compilers. Support for Microsoft Visual C compilers
  • Support for repeating a MathOptimizer Professional program run, without the need to recompile the C or Fortran code
General Features
  • Global and local optimization of nonlinear problems with hundreds of variables and constraints, under minimal structural assumptions
  • Automatic generation of C or Fortran code from Mathematica expressions
  • Robust and efficient LGO solver suite, integrating the following strategies:
    • Branch-and-bound-based (adaptive partition and sampling) global search
    • Adaptive stochastic global search
    • Adaptive stochastic multistart-based global search
    • Bound-constrained local search based on the use of an exact penalty function
    • Constrained local search based on a generalized reduced gradient approach
    • Seamless reporting of optimization results back to the calling Mathematica notebook document
  • Support for the most widely used C and Fortran compilers
Supported Compilers
  • Microsoft Visual C/C++ (6 and later)
  • Intel Fortran
  • Lahey Fortran 90 (4.5)
  • Lahey Fortran 95 (5.7 and later)
  • Salford Fortran 95
  • G95
  • Support for additional platforms and compilers will be made available upon request to the developers.