Revista de Matemática: Teoría y Aplicaciones (Feb 2009)

Optimiza - un paquete computacional para la optimización de problemas no lineales

  • Gonzalo Palencia F.,
  • Vicente Molina P.,
  • Venzyslav Llano R.

DOI
https://doi.org/10.15517/rmta.v6i2.175
Journal volume & issue
Vol. 6, no. 2
pp. 153 – 174

Abstract

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Our goal is to build a software able to solve problems in non linear optimization. A central point is selection of the algorithm, which is based on Augmented Lagrangian Method combined with quasi-Newton methods (BFGS, L-BFGS). The article expains how software is structured, the steps of its construction and the mode of use; furthermore, results ansd numerical tests are analyzed. OPTIMIZA 3.0 was built on Borland Delphi 3.0 and runs on Windows, its capacity on the number of variables and constraints are ontly limited ont he memory machine to be used. keywords: Nonlinear optimization, constrained optimization, mathematical programming, nonlinear porgramming, optimization.