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Showing posts from November, 2016

The New NAG Optimization Modelling Suite

Nowadays a vast majority of optimization solvers can handle very complex problems involving many variables and various types of the constraints with a different structure. Designing an interface for such a solver, which would allow a complex input without compromising the ease of use, is challenging. A new suite of routines, the NAG Optimization Modelling Suite, has been introduced in Mark 26 of the NAG Library to tackle the input of complex problems without forming difficult interfaces with a daunting number of arguments. The suite is used by the new optimization solvers introduced at this mark; the semidefinite programming solver and the interior point method for nonlinear optimization. The suite will expand in the years to come to handle more problem types. The main aim of the NAG Optimization Modelling Suite is the ability to define and solve various optimization problems in a uniform manner. There are three key features of the suite. Firstly, the definition of the optimization p…