OPTI工具包及对应的文件.rar

Copyright (C) 2009 A. Ismael F. Vaz and L. N. Vicente. http://www.norg.uminho.pt/aivaz http://www.mat.uc.pt/~lnv http://www.norg.uminho.pt/aivaz/pswarm This library is free software; you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software Foundation; either version 2.1 of the License, or (at your option) any later version. This library is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License for more details. You should have received a copy of the GNU Lesser General Public License along with this library; if not, write to the Free Software Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307, USA. =========================== Parallel PSwarm Version 1.5 =========================== --------------- Read me file --------------- Welcome to Parallel Pattern Swarm version 1.5 (PPSwarm v1.5) This code provides an implementation of the algorithm described in: A.I.F. Vaz and L.N.Vicente, A particle swarm pattern search method for bound constrained global optimization, Journal of Global Optimization, 39 (2007) 197-219. The linear constrained approach is developed in the paper: A.I.F. Vaz and L.N. Vicente. PSwarm: A hybrid solver for linearly constrained global derivative-free optimization. Available online at: www.norg.uminho.pt/aivaz/pswarm This file describes the following topics: 1. Change log 2. System requirements 3. Compilation/Installation 4. Contents of the ppswarm_v1_1 directory 5. The command line 6. Credits 1. Change log ---------------------------------------- PSwarm v0.1 implements the algorithm described in A. I. F. Vaz and L. N. Vicente, A particle swarm pattern search method for bound constrained global optimization, Journal of Global Optimization, 39 (2007) 197-219. (available online at: http://dx.doi.org/10.1007/s10898-007-9133-5) PSwarm v0.1 provides a standalone version (where the user must provide a simple bound optimization problem) that can run in serial or parallel mode. PSwarm v0.1 provides also an AMPL (www.ampl.com) interface version in serial mode. Version v1.1 implements the algorithm described in A.I.F. Vaz and L.N. Vicente. PSwarm: A hybrid solver for linearly constrained global derivative-free optimization. PSwarm v1.1 is now able to handles both bound and linear constraints. PSwarm v1.1 provides a R (www.r-project.org) and Python (www.python.org) interface in addition to the AMPL interface. PSwarm v1.2 corrects a bug in the pswarm_py.c file and in the makefile. PSwarm v1.3 allows user to provide a iteration print function called each iter mod iprint = 0, where iter is the iteration number and iprint is a new option available in the algorithm. These options (with many others) are now exported to R and Python. PSwarm v1.4 calls the objective function in a vectorized way. PSwarm v1.5 corrects some memory allocation, allowing bigger problems to be addressed. 2. System requirements ---------------------------------------- PSwarm v1.4 can be compiled with or without linear constraints support. This option is available at compilation time allowing users to still use the PSwarm algorithm in different systems configurations. PSwarm with only bound constraints support: - C compiler (gcc for the serial Linux version, mpicc for the parallel Linux version or VC++ for the serial Windows version); - AMPL interface library for the AMPL version. PSwarm with bound and linear constraints: - C compiler (gcc for the serial Linux version, mpicc for the parallel Linux version or VC++ for the serial Windows version); - BLAS (Basic Linear Algebra Subroutines) library (may be already available on your system, otherwise download it from the web and make a local BLAS library); - LAPACK (Linear Algebra PaCKage) library (may be already available on your system, otherwise download it from the web and make a local LAPACK library); - AMPL interface library for the AMPL version; - A system Python installation for the Python dll version; - A system R installation for the R dll version. 3. Installation ---------------------------------------- The code requires approximately 12.5Mb of hard disk space (source files, windows libraries, AMPL student edition binaries, etc). Unzip the PPSwarm_v1_1.zip file in any location using your favorite unzip software. A directory PPSwarm_v1_1 will be created, having as subdirectories 'nl', 'include', 'libs', which refers to the AMPL problems models (in the .nl format), the corresponding interface include files and a directory to place additional libs (AMPL, BLAS or LAPACK), respectively. Two makefiles are provided to assist in the solver compilation. 'makefile.vc' is for the Microsoft Windows Visual C++ and 'makefile' is for Linux. LINUX: ------ A makefile for Linux is provided. In order to obtain the PSwarm with the linear constraints support a '_linear' suffix should be added to the make command line (e.g. 'make ampl_linear' will make the pswarm binary with AMPL and linear constraints support). Type 'make serial' for the standalone serial version. In the standalone version the user must provide the problem definition in the file user.c. The 'objfun' C function is expected to return the objective function value at 'x'. The 'set_problem_dimension' return the number of problem variables and 'set_problem' sets the lower and upper bounds on the variables together with an initial guess. The user may use the 'user_init' function to initialize some data. Type 'make parallel' for a standalone parallel version (see previous comments on how to tune the objective function and bounds). There is no manual for the parallel version, but the code just assigns to each processor the computation of an objective function value. We advice to have 2*(n+1)+1 processor (since currently we have 2*(n+1) directions in the poll step plus one processor for running the algorithm). See file 'job.pbs' for an example on using pswarm in a PBS system. Type 'make ampl' to make the ampl version of pswarm. Type 'make lib' to make the a pswarm library (libpswarm.a). The user functions defined in user.c are not included and must be provided by the user. Type 'make r' to make the pswarm dynamic library to be used with R (see the provided .r example). Type 'make py' to make the pswarm dynamic library to be used with Python (see the provided .py example). WINDOWS: -------- A makefile.vc for Microsoft VC++ is provided. The same comment applies to the _linear suffix in the make command line arguments. Type 'nmake -f makefile.vc serial' for the serial standalone version. Type 'nmake -f makefile.vc ampl' for the AMPL version. Type 'nmake -f makefile.vc rr' for the R dynamic library. Note that under Windows its 'rr' for the version without linear constraints and 'r_linear' for the version with linear constraints. Type 'nmake -f makefile.vc py' for the Python dynamic library. Type 'nmake -f makefile.vc lib' for the pswarm library. WINDOWS MPI version is not provided. 4. Contents of the PPSwarm_v1_5 directory ---------------------------------------- In the directory PPSwarm_v1_5 there are the following files: ------ README ------------- README.txt - This readme file lgpl.tx