Some comments on this one:
First, evolutionary search is a particular view on Monte Carlo-based (i.e., randomized or probabilistic) optimization. Its primary appeal is that it's easily coded and requires almost no knowledge of the underlying problem structure. It's very popular among statisticians, so I'm sure there are standard tools for it in SAS, R, S-Plus, Stata, etc. A Google search will turn up thousands of 20-line pseudocodes, as well as free codes in virtually every programming language. Ozden and Karro in CSA are specialists in such heuristic methods, so they may be able to offer some insight to this user, or perhaps point you to a reputable code.
Second, tools like Cplex and those in the COIN-OR suite target specialized classes of optimization problems that, because of their importance or wide applicability, have been the focus of decades of algorithmic R&D. To use them, you need to be able to classify the problem at hand under one of a dozen or so headings. This is sometimes straightforward and other times requires professional expertise. Depending on the classification, a 1000-dimensional problem might be considered a toy problem or potentially intractable.
Steve
-----Original Message-----
From: Research Computing Support [mailto:[log in to unmask]] On Behalf Of Woods, David M. Dr.
Sent: Tuesday, October 02, 2007 8:18 AM
To: [log in to unmask]
Subject: Re: HPC Question
Hi,
Can you give us some examples of software packages that have these capabilities?
Users from engineering typically use packages like Matlab for doing parameter space explorations, but I don't know that they are doing much optimization. We also have Cplex which is an optimizing package that is used by some faculty in the Mathematics department.
Dave
David Woods, Ph.D
Assistant Director for Research Computing
347 Gaskill Hall
Miami University
(513) 529-1857
-----Original Message-----
From: Research Computing Support [mailto:[log in to unmask]] On Behalf Of Winslow, Robert
Sent: Monday, October 01, 2007 7:20 PM
To: [log in to unmask]
Subject: HPC Question
Hi,
What software do you have available for function optimization? I am specifically referring to software that uses evolutionary search algorithms, as the search spaces I am exploring are very large (1000+ dimensions, real-valued). I suspect the engineering and physics departments have need for these tools, so hopefully you've got something available that I can use!
Thanks,
Robert Winslow
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