Generic Optimization Program User Manual Version 3.0.0

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GenOpt is an optimization program for the minimization of a cost function that is evaluated by an external simulation program. It has been developed for optimization problems where the cost function is computationally expensive and its derivatives are not available or may not even exist. GenOpt can be coupled to any simulation program that reads its input from text files and writes its output to text files. The independent variables can be continuous variables (possibly with lower and upper bounds), discrete variables, or both, continuous and discrete variables. Constraints on dependent variables can be implemented using penalty or barrier functions. ... continued below

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Wetter, Michael May 11, 2009.

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Description

GenOpt is an optimization program for the minimization of a cost function that is evaluated by an external simulation program. It has been developed for optimization problems where the cost function is computationally expensive and its derivatives are not available or may not even exist. GenOpt can be coupled to any simulation program that reads its input from text files and writes its output to text files. The independent variables can be continuous variables (possibly with lower and upper bounds), discrete variables, or both, continuous and discrete variables. Constraints on dependent variables can be implemented using penalty or barrier functions. GenOpt uses parallel computing to evaluate the simulations. GenOpt has a library with local and global multi-dimensional and one-dimensional optimization algorithms, and algorithms for doing parametric runs. An algorithm interface allows adding new minimization algorithms without knowing the details of the program structure. GenOpt is written in Java so that it is platform independent. The platform independence and the general interface make GenOpt applicable to a wide range of optimization problems. GenOpt has not been designed for linear programming problems, quadratic programming problems, and problems where the gradient of the cost function is available. For such problems, as well as for other problems, special tailored software exists that is more efficient.

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  • Report No.: LBNL-2077E
  • Grant Number: DE-AC02-05CH11231
  • DOI: 10.2172/962948 | External Link
  • Office of Scientific & Technical Information Report Number: 962948
  • Archival Resource Key: ark:/67531/metadc928732

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Creation Date

  • May 11, 2009

Added to The UNT Digital Library

  • Nov. 13, 2016, 7:26 p.m.

Description Last Updated

  • Jan. 4, 2017, 5:50 p.m.

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Wetter, Michael. Generic Optimization Program User Manual Version 3.0.0, report, May 11, 2009; Berkeley, California. (digital.library.unt.edu/ark:/67531/metadc928732/: accessed July 21, 2018), University of North Texas Libraries, Digital Library, digital.library.unt.edu; crediting UNT Libraries Government Documents Department.