Accession Number : ADA300793

Title :   A Windows Program for Multivariate Optimization,

Corporate Author : DEFENCE SCIENCE AND TECHNOLOGY ORGANIZATION CANBERRA (AUSTRALIA)

Personal Author(s) : Skinner, David R.

PDF Url : ADA300793

Report Date : JUN 1995

Pagination or Media Count : 24

Abstract : A program is described that implements the "centroid" algorithm for the optimization of functions of many variables by a stochastic direct-search procedure. The program is available as a Windows application with context-sensitive on-line help, and can maximize any suitable function exported by a dynamic-link library (DLL). For practical reasons of simplicity, the program is limited to real functions of up to 20 real variables, and the search domain is limited to hyper-rectangular blocks in multi-dimensional Cartesian spaces. The only constraint on the function to be optimized is that it should be single-valued at every point in the domain, and should be capable of being evaluated in a DLL. It need not be smooth or continuous. A sample program is provided to illustrate the generation of a suitable DLL using Borland Pascal. In general, the algorithm employed will, given a sufficient number of search iterations, find the global maximum of a function in the presence of closely competing local maxima.

Descriptors :   *ALGORITHMS, *OPTIMIZATION, *MATHEMATICAL PROGRAMMING, COMPUTER PROGRAM DOCUMENTATION, SOFTWARE ENGINEERING, COMPUTATIONS, STOCHASTIC PROCESSES, PARAMETERS, MULTIVARIATE ANALYSIS, RANDOM VARIABLES, NOISE REDUCTION, ONLINE SYSTEMS, COMPUTER FILES, AUSTRALIA, COMPILERS, ITERATIONS, HYPERTEXT, PASCAL PROGRAMMING LANGUAGE.

Subject Categories : Operations Research
      Computer Programming and Software

Distribution Statement : APPROVED FOR PUBLIC RELEASE