jabarby@wateng.UUCP (Jim Barby) (08/05/83)
The new optimization package developed at U of W is now available on Unix. The following are excerpts from watopt's documentation. Direct all inquires to jabarby@wateng or come and see me (my office is cph3372g). Jim Barby -------------------------------------------------------------------------------- WATOPT USER'S GUIDE R. Chadha K. Singhal J. Vlach Faculty of Engineering and Institute for Computer Research University of Waterloo Waterloo, Ontario, Canada ABSTRACT This guide describes the use of the WATOPT (Waterloo Optimization) package for the solution of nonlinear constrained problems in which the function and constraint gradients are available. WATOPT implements the Han-Powell alogrithm but uses a quadratic program that is specifically tailored to this problem. It requires 60% less storage and at least an order of magnitude less computational effort as compared with the corresponding Harwell routine VF02AD. ------------------------- WATOPT [1] has been implemented on the IBM 4341 (VM/CMS) under the IBM FORTRAN/VS complier. It has also been implemented on VAX/VMS in FORTRAN 77 and VAX/UNIX in f77. The program has 783 lines of FORTRAN code and uses double precision arithmetic for computations. WATOPT con- sists of 4 major routines (namely - WATOPA, WATOPB, WATOPC, and WATOPD) and 6 peripheral routines. It also uses 11 rou- tines from the LINPACK library. WATOPT utilizes the sequential programming approach for general nonlinear constrained optimization [2], similar to that employed in the Harwell library program VF02AD. The user specifies starting values of the variables and the pro- gram modifies them till the solution is attained. Provision has been made for incorporating an arbitrary number of z variables in the optimization procedure. The z variables are such that there are no quadratic terms in the quadratic function to be minimized at each iteration [1]. Examples of these variables are the artificial variables introduced for minimax objectives and for ratio bounds. The number of iterations t before the watchdog pro- cedure retraces back to the previous minimum has been chosen to be 5 [1]. Also if the relaxed criterion fails at any stage then subsequent iterations employ only the standard search. -------------------------------------------------------------------------------- WATOPT(3F) UNIX Programmer's Manual WATOPT(3F) NAME watopt - an optimization program written in Fortran SYNOPSIS WATOPT [1] consists of 4 major routines (namely - WATOPA, WATOPB, WATOPC, and WATOPD) and 6 peripheral routines and it uses 11 routines from the LINPACK library. It utilizes the sequential quadratic programming approach for general non- linear constrained optimization [2], similar to that employed in the Harwell library program VF02AD. However, WATOPT requires 60% less storage and is atleast one order of magnitude faster. The user specifies starting values of the variables and the program modifies them till the solution is attained. FILES /u/jabarby/lib/libwatopt.a /u/jabarby/lib/liblinpack.a /u/jabarby/libraries/numerical/doc/watopt /u/jabarby/libraries/numerical/doc/watopt.3f SEE ALSO [1] R. Chadha, K. Singhal, and J. Vlach, "WATOPT - A new optimizer for circuit applications," in Proc. 1983 IEEE Int. Symp. Circuits Syst., pp. 1046 - 1049. [2] M.J.D.Powell, "A fast algorithm for nonlinearly con- strained optimization calculations," in: G.A.Watson, ed., Numerical Analysis, Dundee, 1977, Lecture notes in Mathemat- ics 630 (Springer-Verlag, Berlin, 1978) pp. 144 - 157. Printed 7/28/83 WATENG 83-7-28 5