NONLINEAR PROGRAMMING

MSC380.8 ORI391Q.1

Class 27 Fall 2003

1 Learning Objectives

A Today’s discussions

a The OptQuest scatter search method and the OQMS multistart algorithm for global optimization.

b The BARON branch and bound approach for global solution of NLP’s and MINLP’s.

B Homework and reading assignment in this handout.

a Work on the final exam.

2 Lecture and class discussion on the OptQuest Scatter Search procedure and on the OptQuest/NLP multistart global optimization method, using GAMS/OQNLP and the OQNLP user guide.

3 Lecture and class discussion on the BARON global optimizer for NLP’s and MINLP’s, using GAMS/BARON and the BARON user guide.

4 Homework:

A I have handed out the take-home final exam in this class. It is due Mon 12/15. Place completed exams in Prof. Lasdon’s mailbox in CBA 5. 202. Final course grades are available online on the day after they are submitted by the teacher, which will probably be 12/17. Graded finals will be in an envelope attached to the bulletin board outside of my office, CBA5.244, probably by 12/18, together with solutions to all problems.