数学软件

GPCG is an algorithm within the Toolkit for Advanced Optimization (TAO) for solving bound constrained, convex quadratic problems. Originally developed by More' and Toraldo, this algorithm was designed for large-scale problems but had been…

We discuss the role of automatic differentiation tools in optimization software. We emphasize issues that are important to large-scale optimization and that have proved useful in the installation of nonlinear solvers in the NEOS Server. Our…

This paper provides some reflections on the field of mathematical software on the occasion of John Rice's 65th birthday. I describe some of the common themes of research in this field and recall some significant events in its evolution.…

Adaptive simulated annealing (ASA) is a global optimization algorithm based on an associated proof that the parameter space can be sampled much more efficiently than by using other previous simulated annealing algorithms. The author's ASA…

We describe an algorithm for evaluation of the interval extension of the power function of variables x and y given by the expression x^y. Our algorithm reduces the general case to the case of non-negative bases.