What software is there for nonlinear optimization?
It’s unrealistic to expect to find one general NLP code that’s going to work for every kind of nonlinear model. Instead, you should try to select a code that fits the problem you are solving. If your problem doesn’t fit in any category except “general”, or if you insist on a globally optimal solution (except when there is no chance of encountering multiple local optima), you should be prepared to have to use a method that boils down to exhaustive search. If you simply want to try solving a particular model, consider the Optimization Technology Center. The centerpiece of this ambitious project is NEOS, the Network-Enhanced Optimization System, consisting of a library of optimization software, an optimization server for using this library over the network, and a guide to more information about the software packages. Linear and nonlinear models are covered. Capabilities and access modes are still being enhanced – this is an ongoing process. Several of the commercial linear programming cod
It’s unrealistic to expect to find one general NLP code that’s going to work for every kind of nonlinear model. Instead, you should try to select a code that fits the problem you are solving. If your problem doesn’t fit in any category except “general”, or if you insist on a globally optimal solution (except when there is no chance of encountering multiple local optima), you should be prepared to have to use a method that boils down to exhaustive search. If you simply want to try solving a particular model, consider the Optimization Technology Center. The centerpiece of this ambitious project is NEOS, the Network-Enhanced Optimization System, consisting of a library of optimization software, an optimization server for using this library over the network, and a guide to more information about the software packages. Linear and nonlinear models are covered. Capabilities and access modes are still being enhanced – this is an ongoing process. Several of the commercial linear programming cod
