Computer Physics Communications Program LibraryPrograms in Physics & Physical Chemistry |

[Licence| Download | New Version Template] adwu_v2_0.tar.gz(213 Kbytes) | ||
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Manuscript Title: MinFinder v2.0: An improved version of MinFinder | ||

Authors: Ioannis G. Tsoulos, Isaac E. Lagaris | ||

Program title: MinFinder v2.0 | ||

Catalogue identifier: ADWU_v2_0Distribution format: tar.gz | ||

Journal reference: Comput. Phys. Commun. 179(2008)614 | ||

Programming language: GNU C++, GNU FORTRAN, GNU C. | ||

Computer: The program is designed to be portable to all systems running the GNU C++ compiler. | ||

Operating system: Linux, Solaris, FreeBSD. | ||

RAM: 200000 bytes | ||

Keywords: Global optimization, stochastic methods, Monte Carlo, clustering, region of attraction. | ||

PACS: 02.60.-x, 02.60.Pn, 07.05.Kf, 02.70.Lq. | ||

Classification: 4.9. | ||

Does the new version supersede the previous version?: Yes | ||

Nature of problem:A multitude of problems in science and engineering are often reduced to minimizing a function of many variables. There are instances that a local optimum does not correspond to the desired physical solution and hence the search for a better solution is required. Local optimization techniques can be trapped in any local minimum. Global optimization is then the appropriate tool. For example, solving a non - linear system of equations via optimization, one may encounter many local minima that do not correspond to solutions, i.e. they are far from zero. | ||

Solution method:Using a uniform pdf, points are sampled from a rectangular domain. A clustering technique, based on a typical distance and a gradient criterion, is used to decide from which points a local search should be started. Further searching is terminated when all the local minima inside the search domain are thought to be found. This is accomplished via three stopping rules: the "double box" stopping rule, the "observables" stopping rule and the "expected minimizers" stopping rule. | ||

Reasons for new version:The link procedure for source code in Fortran 77 is enhanced, two additional stopping rules are implemented and a new criterion for accepting-start points, that economizes on function and gradient calls, is introduced. | ||

Summary of revisions:- Addition of command line parameters to the utility program
*make_program*. - Augmentation of the link process for Fortran 77 subprograms, by linking the final executable with the g2c library.
- Addition of two probabilistic stopping rules.
- Introduction of a rejection mechanism to the
**Checking step**of the original method, that reduces the number of gradient evaluations.
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Additional comments:A technical report describing the revisions, experiments and test runs is packaged with the source code. | ||

Running time:Depending on the objective function. |

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