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  Analyzed about 2 years ago based on code collected about 2 years ago.
 
Ticket #2 (Mixed Integer-Continuous Optimization) created
Posted over 1 year ago by vdebuen
Hello

(Sorry for my poor english)

I'm Victor de Buen, from Bayes Forecast - Spain, the main developer of open source project TOL, and I'm thinking to create a port package to METSlib to be used by TOL users in order to solve complex ... [More] problems of real bussines world.

In this kind of problems, we can do almost no assumption over domain, restrictions nor behaviour of variables and cost function. Some times, evaluation of cost function is not analytical, you cannot express as a mathematical formulae, you have only a black-box process that takes a set of parameters and returns a value.

For continuous domain problems we use IPOPT, when gradient and hessian are available, and NLOPT when we have only the gradient or even a non continuous cost function.

We have no speciallized method for integer or mixed-integer problems, and I think that meta-heuristic algorithms are the best option in real world problems.

I supose that algorithms will be much more efficient when user gives specific methods to manage moving, and other algorithm related methods, but I'm afraid that many times user don't know almost anything about the problem except the cost function. However, the CPU time is everytime cheaper, so it could be sufficient having a low convergence rating.

I've readed the documentation, the source code and the examples and I believe that is a good option for TOL due to it's written in C and have a wide battery of algorithms. I don't know much about meta-heuristic methods and I don't understand very well the neighbourhood-related methods. It's mandatory to define a problem-dependent moving methods, or it exists a default one that works for a black-box cost function? I have the same doubt about specific methods to configuration of algorithms like tabu related methods.

Thanks in advance. [Less]
WikiStart edited
Posted over 1 year ago by mirko
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WikiStart edited
Posted over 1 year ago by mirko
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WikiStart edited
Posted over 1 year ago by mirko
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WikiStart edited
Posted over 1 year ago by mirko
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WikiStart edited
Posted almost 2 years ago by mirko
Updated the TR describing metslib.

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Changeset [164]: Updated the metslib tr
Posted almost 2 years ago by mirko
Updated the metslib tr
Ticket #1 (Simulated Annealing) closed
Posted about 2 years ago by mirko
fixed
WikiStart edited
Posted about 2 years ago by mirko
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WikiStart edited
Posted about 2 years ago by mirko
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