Global Optimization Workshop

Algorithms, Software and Applications

Presented by János D. Pintér

Annapolis, MD, USA January 4, 2005

Registration Information

Venue: Loews Hotel, 126 West Street, Annapolis, MD, 21401. Phone:410-263-7777

Date: January 4, 2005, 9am – 5pm

Register: Registration Form (pdf)

Please contact the course coordinator for more information.

Abstract

In today’s competitive global economy, government organizations and private businesses all aim for resource-efficient operations that deliver high quality products and services. This demands effective and timely decisions in a complex and dynamically changing environment. Optimization models and solvers can effectively assist their users to make better quantitative decisions. Within this broad category, the objective of global optimization (GO) is to find the best solution in nonlinear decision models that may have a multitude of local optima. GO is an emerging area of research, with significant application potentials. The available professional quality GO software implementations support the solution of a growing range of scientific, engineering, economic, and financial application problems.

The Workshop reviews the key GO model types, and the most promising exact and heuristic solution approaches. This is followed by the introduction of several professional software implementations, for (C and Fortran) compiler platforms, spreadsheets (Excel PSP solvers), optimization modeling languages (GAMS solvers), and integrated scientific-technical computing systems (Maple, Mathematica, and Matlab). The software implementations are illustrated by solving interesting GO challenges, including advanced applications and case studies.

Presentation Topics

· Introductions; Workshop Objectives; Requests from Audience

· Optimization Models and Solution Techniques

· The Relevance of Nonlinear and Global Optimization

· The Global Optimization Model; Special Cases

· Exact Algorithms and Heuristic Approaches

· Modeling Environments and Solvers

· Global Optimization Software Implementations

· Software Demonstrations

· Modeling Tips, and Solver Tuning for Better Performance

· Numerical Tests and Benchmarking

· A Review of Existing and Prospective Applications

· Illustrative Case Studies

· References (Books, Articles, Internet Sites)

Workshop attendees will receive course materials and software demos provided by Dr. Pintér and by several of his world-class developer partners. To register for the Workshop, please visit http://www.gams.com. For details, please contact Dr. Pintér at jdpinter@hfx.eastlink.ca.

Illustrative References

Books
Horst, R., Pardalos, P.M., and Thoai, N.V. (1995) Introduction to Global Optimization. Kluwer Academic Publishers, Dordrecht.

Horst, R. and Pardalos, P.M., Eds. (1995) Handbook of Global Optimization, Vol.1. Kluwer Academic Publishers, Dordrecht.  

Kampas, F.J. and Pintér J.D. (2005) Advanced Optimization: Scientific, Engineering, and Economic Applications with Mathematica Examples. Elsevier Science, Amsterdam. (To appear.)

Pardalos, P.M. and Romeijn, H.E., Eds. (2002) Handbook of Global Optimization, Vol.2. Kluwer Academic Publishers, Dordrecht.  

Pintér, J.D. (1996) Global Optimization in Action. Kluwer Academic Publishers, Dordrecht.

Pintér, J.D. (2001) Computational Global Optimization in Nonlinear Systems– An Interactive Tutorial. Lionheart Publishing, Atlanta, GA.

Pintér, J.D. (2005) Applied Nonlinear Optimization in Modeling Environments. CRC Press, Boca Raton, FL. (To appear.)

Software Products

http://www.pinterconsulting.com/l_s_d.html
http://www.solver.com/xlslgoeng.htm
http://www.gams.com/solvers/solvers.htm#LGO
http://www.wolfram.com/products/applications/mathoptimizer/
http://www.wolfram.com/products/applications/mathoptpro/
http://tomopt.com/tomlab/products/lgo/
http://www.maplesoft.com/products/toolboxes/globaloptimization/
http://www.ciao-go.com.au/

About the Lecturer

János D. Pintér (MSc, Budapest; PhD, Moscow; DSc, Budapest) is a researcher and practitioner with three decades of experience. His main area of interest is advanced nonlinear systems modeling and optimization, including algorithm and software development.

Dr. Pintér has authored several books, over 150 scientific publications and technical reports. He serves on the Editorial Board of the Journal of Global Optimization, the Journal of Applied Mathematics and Decision Sciences, and Algorithmic Operations Research, as well as two online fora maintained by the GAMS Development Corporation. He received the 2000 INFORMS Computing Society Prize for his book Global Optimization in Action, as well as other research awards, grants and fellowships (e.g., in Australia, Austria, Canada, Germany, Hungary, Italy, the Netherlands, and the United States). Between 2002-2004, he served as Global Optimization Vice-Chair of the INFORMS Optimization Society. Dr. Pintér is an INFORMS Speaker and a CORS Traveling Speaker; he has presented lectures, tutorials, and workshops in over 25 countries.

Dr. Pintér is the principal developer of the LGO, Excel/LGO, GAMS/LGO, MathOptimizer, MathOptimizer Professional, TOMLAB/LGO, Maple Global Optimization Toolbox, and (co-developer) CIAO-GO nonlinear optimization software products. His software products, marketed with partners and through his company, have been in use by academic, government and business organizations in over 20 countries. For more information, visit http:/www.pinterconsulting.com.