Changes between Version 1 and Version 2 of WikiStart


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Timestamp:
Jun 3, 2006 12:37:13 AM (13 years ago)
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jpfasano
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  • WikiStart

    v1 v2  
    1 = Welcome to Trac 0.9.5 =
     1== DFO FAQs ==
    22
    3 Trac is a '''minimalistic''' approach to '''web-based''' management of
    4 '''software projects'''. Its goal is to simplify effective tracking and handling of software issues, enhancements and overall progress.
     3=== What is DFO? ===
     4DFO is a Fortran package for solving general nonlinear optimization problems that have the following characteristics:
     5 * they are relatively small scale (less than 100 variables),
     6 * their objective function is relatively expensive to compute and derivatives of such functions are not available and
     7 * cannot be estimated efficiently.
    58
    6 All aspects of Trac have been designed with the single goal to
    7 '''help developers write great software''' while '''staying out of the way'''
    8 and imposing as little as possible on a team's established process and
    9 culture.
     9There also may be some noise in the function evaluation procedures. Such optimization problems arise ,for example, in engineering design, where the objective function evaluation is a simulation package treated as a black box.
    1010
    11 As all Wiki pages, this page is editable, this means that you can
    12 modify the contents of this page simply by using your
    13 web-browser. Simply click on the "Edit this page" link at the bottom
    14 of the page. WikiFormatting will give you a detailed description of
    15 available Wiki formatting commands.
     11=== What if I have a constraint function that is expensive to evaluate and whose derivatives are not available? ===
     12A new version of DFO which handles such problems will be available soon. Meanwhile the user can try to put the "difficult" constraint into the objective function with a penalty term and handle the penalty function management themselves externally.
    1613
    17 "[wiki:TracAdmin trac-admin] ''yourenvdir'' initenv" created
    18 a new Trac environment, containing a default set of wiki pages and some sample
    19 data. This newly created environment also contains
    20 [wiki:TracGuide documentation] to help you get started with your project.
     14=== What if the objective function evaluation fails for certain values of the variables? ===
     15We refer to such situation as "virtual" constraint; i.e. constraint whose value cannot be computed at all. All the information that is available about such a constraint is whether it is violated or not. The user has an option to return a "fail=true" flag if the objective function cannot be computed at a given point. The user should not assign artificially high values to the objective function at such points because this can seriously affect the efficiency of the algorithm.
    2116
    22 You can use [wiki:TracAdmin trac-admin] to configure
    23 [http://trac.edgewall.com/ Trac] to better fit your project, especially in
    24 regard to ''components'', ''versions'' and ''milestones''.
     17=== Is it useful to use DFO if the functions are inexpensive to evaluate? ===
     18Yes, but the runs will not be very efficient if the problem size is close to 100 rather than close to 20. A version of DFO for problems with inexpensive function evaluations is under development.
    2519
     20=== Does it matter if the underlying problem is essentially smooth or not? ===
     21Maybe. The theory behind the algorithm assumes that derivatives exist but are not available. In practise the algorithm can be applied when derivatives do not exist.
    2622
    27 TracGuide is a good place to start.
     23=== Will DFO find me a global minimum? ===
     24Maybe, but the algorithm is designed only to find local minima. In any case the user should run it from a variety of starting points. Because of the
     25general approach the method has a tendency not to converge to "poor" local optima.
    2826
    29 Enjoy! [[BR]]
    30 ''The Trac Team''
     27=== Are there any publications on DFO? ===
     28Yes.
     29 1. A. R. Conn, K. Scheinberg and Ph.L. Toint, Recent progress in unconstrained nonlinear optimization without derivatives. Mathematical Programming, Vol. 79 (1997), pp. 397 - 414.
     30 1. A. R. Conn, K. Scheinberg and Ph.L. Toint, On the convergence of derivative-free methods for unconstrained optimization. Approximation Theory and Optimization: Tributes to M. J. D. Powell , Eds. A. Iserles and M. Buhmann, (1997), pp. 83-108, Cambridge University Press.
     31 1. A. R. Conn, K. Scheinberg and Ph.L. Toint, A derivative free optimization algorithm in practice in Proceedings of 7th AIAA/USAF/NASA/ISSMO Symposium on Multidisciplinary Analysis and Optimization, St. Louis, MO, 1998.
    3132
    32 == Starting Points ==
     33=== What platforms does DFO run on? ===
     34DFO has been tested on:
     35 * AIX V4
     36 * Linux
    3337
    34  * TracGuide --  Built-in Documentation
    35  * [http://projects.edgewall.com/trac/ The Trac project] -- Trac Open Source Project
    36  * [http://projects.edgewall.com/trac/wiki/TracFaq Trac FAQ] -- Frequently Asked Questions
    37  * TracSupport --  Trac Support
     38=== What do I need to install DFO? ===
     39To run DFO the user needs to have the BLAS routines and the LAPACK routines which are not distributed with the open source. In addition DFO uses a derivative based optimization package to solve a trust region minimization subproblem on every iteration. In theory any general purpose gradient based nonlinear optimization package can be used, if an appropriate interface is provided. Currently there is are interfaces for the FORTRAN 77 package NPSOL and for the C package CFSQP. The user can independently obtain either of these packages or develop their own interface with a different package.
    3840
    39 For a complete list of local wiki pages, see TitleIndex.
    40 
    41 Trac is brought to you by [http://www.edgewall.com/ Edgewall Software],
    42 providing professional Linux and software development services to clients
    43 worldwide. Visit http://www.edgewall.com/ for more information.
     41=== How do I test if I installed DFO correctly? ===
     42There are 7 test problems from the Hock and Schittkowski test set that are provided with DFO. See the README file for instructions on running the tests.