MathOptimizer Professional
Introduction
MathOptimizer Professional combines the power of Mathematica with the established LGO (Lipschitz Global Optimizer) solver suite, offering sophisticated application development tools and a solver-based functionality comparable to other compiler-based or optimization modeling language-related implementations.
In use since 1990, the LGO solver engine is currently available for professional C and Fortran compiler platforms, with links to Excel and several prominent optimization modeling languages.
MathOptimizer Professional enables the global and local solution of a general class of continuous optimization problems.
These key analytical assumptions guarantee that the model considered has a globally optimal solution. At the same time--without further specific structural assumptions--this model can represent a very difficult numerical challenge because of the possibility of having a disconnected, nonconvex, feasible region and a multitude of local optima. For illustration, please see the graphic above, which shows the squared error function related to solving a given pair of transcendental equations as a function of the two unknown arguments.
The current version of MathOptimizer Professional enables users to solve models of up to one thousand variables and one thousand constraints. These limitations should accommodate most applications because, in global and nonlinear optimization, these rather sizable models result in very difficult and processor-intensive calculations (with corresponding run times on state-of-the-art personal computers varying from a few minutes to several hours). Users can contact the developers directly to relax these limitations at no cost.
MathOptimizer Professional 3 requires Mathematica 6, 7, or 8 and a C or Fortran compiler (specified at time of purchase), and is available for Windows.