Kaj Madsen
Head of Department
DTU Informatics
Professor, dr. techn.
km@imm.dtu.dk
Tel.: +45 4525 3370
Fax.:
+45 4593 0360
Last modified
Monday, June 16, 2008


MATLAB toolbox for
Space Mapping optimization
Package description
The space mapping principle is an exiting new way to solve problems with very costly function evaluations  trying to find the connection (a "space mapping") between two different models of the same problem: An easy model, and a more accurate, expensive model.
The problems to be solved by the optimization algorithms in this toolbox have two models available: One model denoted the fine model, being the model of primary interest, and the other denoted the coarse model. The fine model is often expensive to evaluate, though this is not always the case with the simple test problems in this toolbox. It is expected that the coarse model somehow resembles the behaviour of the fine model. Further, it is expected that the coarse model is cheaper to evaluate than the fine model, and therefore it is most likely less accurate than the fine model.
Availability
The package is available from here.
Robust subroutines for
nonlinear optimization
Package description
A software package for optimization is available, consisting of easytouse Fortran subroutines for solving unconstrained and constrained nonlinear optimization problems. The intention is that the routines should use the currently best algorithms available. All routines have standardized calls, and the user does not have to worry about special parameters controlling the iteration. For convenience we include an option for numerical checking of the user's implementation of the gradient.
Availability
 Contact Hans Bruun Nielsen to get access to the package:
 The package is freely available for employees and students at DTU.
 For other universities and noncommercial research there is a fee of $500 to access the full package.
 For commecial use a special contract must be made.
Short descriptions of the individual subroutines
Unconstrained optimization
 MINF minimization of a scalar function
 MINL2 minimization of the L2norm of a vector function (least squares)
 MINL1 minimization of the L1norm of a vector function
 MININF minimization of the infinitynorm of a vector function
Constrained optimization
 MINCF generally constrained minimization of a scalar function
 MINCL1 linearly constrained minimization of the L1norm of a vector function
 MINCIN linearly constrained minimax optimization of a vector function
Manual
The Fortran interface of the subroutines is described in the technical report:
Robust subroutines for nonlinear optimization,
Kaj Madsen, Hans Bruun Nielsen and Jacob Søndergaard,
IMMREP200202, DTU, 2002.
[pdffile] 