Cubic algorithm for global optimization with box and equality constraints and application to optimal allocation of resources

Authors:
E. A. Galperin;P. Ya. Ekel;J. G. Pereira, Jr
Affiliations:
-;-;-
Venue:
Mathematical and Computer Modelling: An International Journal
Year:
2004

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Abstract

C++ code of the cubic algorithm [1] is proposed for nonconvex global optimization of continuous functions with box and equality constraints, and for the solution of nonlinear systems of equations, including underdetermined and overdetermined systems. The algorithm is upgraded for application to problems with linear and nonlinear equality constraints usually encountered in optimal resource allocation, investment planning, construction projects, and many engineering applications. It is further extended for visualization analysis of high dimensional sets of global optimizers by means of projections on linear subspaces and on arbitrary planes. C++ windows are presented for input, output, algorithmic control, and special research possibilities including graphics and screen display. The code does not create ill-conditioned situations.