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
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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.
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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