6 C++ Version (GMC)

1 Purpose of GMC

The Global Minimizer's C++ version GMC is for continuous global optimization [Mockus et al., 1997]. Users define their optimization problems describing Formally

\ min f(x),
a \le x \le b
gi(x) \le 0,i=1,...,p,

The objective function $f(x)$ may be deterministic or (for some methods) with "noise." As usual, the optimization region is defined by rectangular constraints (4.2). For some methods, Nlp and Flexi, this region is defined by linear and non-linear constraints (6.3) and (6.4).

2 User's Reference

1 Requirements

2 Installation

Differences between various UNIX versions are reflected in the file 'Makefile'. An example for individual Linux users is in Figure 6.1. An AIX version for individual users is in [Mockus et al., 1997]. A classroom (collective user) version for Solaris is there, too.
Figure 6.1: Example of 'Makefile' for Linux.
Using some other UNIX version, the Makefile has to be changed accordingly. Installing GMC one should

3 Initialization

Figure 6.2: Example of the file 'fi.C.'
\begin{verbatim}/* File: fi.C */
The opening menu of GMC is in Figure 6.3
Figure 6.3: An example of GMC opening menu and parameter box.
\begin{figure}\centerline{ \epsfig{file=gmcparams.eps,width=12.0cm}
jonas mockus 2004-03-03