5 Turbo C Version (TCGM)

1 General Discussion

A conceptual description of methods is given in [Mockus et al., 1997].
Descriptions of real life examples of global optimization are in [Mockus et al., 1997] and in the next part of this book.

1 Purpose

The Turbo C version of the Global Minimizer TCGM is to solve global optimization problems similar to those of the Fortran version GMF. The optimization problem is defined in terms of variables describing the parameters that we can change, an objective function of those variables and some constraints restricting the possible change of variables. Formally, that is a nonlinear programming problem

\min_{a \le x \le b} f(x),
gi(x) \le 0,\ i=1,...,p \nonumber\\
gi(x)=0,\ i=p+1,...,m.\nonumber \end{eqnarray}

Here $x$ is a vector of $n$ variables. f(x) is an objective function. $a<=x<=b$ defines rectangular constraints. $gi(x) \le 0,\
i=1,...,p$ defines inequality constraints. $gi(x)=0,\
i=p+1,...,m$ defines equality constraints. The objective function is deterministic or stochastic (for some methods). Rectangular constraints are defined for all the methods. The linear and non-linear constraints are defined just for two local methods: the Simplex by Nelder and Mead $Flexi$ [Himmelblau, 1972], and the non-linear programming by Schittkowski $Nlp$ [Schittkowski, 1985].

2 User's Reference

1 Requirements

2 Installation

3 Initialization

Now the GLOBAL MINIMUM is ready to minimize the problem that is defined in the file FI.C. Descriptions of objective functions and constraints have to be in the same file. Running GM.BAT, the file FI.C is displayed on the screen by Turbo C editor. Rectangular constraints are defined using the screen. Two algorithms, Nlp and Flexi, are exceptions. Here the constraints are defined by C function constr in the file FI.C. The four basic steps of initialization are

4 Minimization

The system will ask the following questions. Now one see the GLOBAL MINIMUM copyright notice. GLOBAL MINIMUM is implemented as menu, dialog box and windows system. Each object can be either active or passive. There can be only one currently active object. A user can work only with active objects. There is a rectangular caption at the top of each object (menu, dialog box, or window). If this caption is bright, the object is active.

5 Menu System

6 Navigation

7 Moving

8 Sizing

No changes happens, if borders are greater than maximal size of the object, or less than its minimal size.
jonas mockus 2004-03-03