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MathOptimizer: Advanced Modeling and Optimization for Mathematica Users

Published July 15, 2002

July 15, 2002–MathOptimizer, developed and supported by Pintér Consulting Services, Inc., is now available from Wolfram Research. MathOptimizer is a Mathematica application package that enables the global and local numerical solution of optimization problems defined by a finite number of functions over a finite n-dimensional interval region. A special emphasis is placed upon nonlinear models, including those that typically have an unknown number of local optima.

Nonlinear and global optimization problems are ubiquitous in the sciences, engineering, and economics. Several prominent examples are systems of nonlinear equations and inequalities, nonlinear regression, forecasting models, data classification, minimal energy models, various packing problems, risk management and other stochastic decision problems, and the design and operation of “black box” engineering systems.

MathOptimizer is a useful tool for solving all of these types of problems. The detailed User Guide, which can be directly invoked through Mathematica‘s online help system, includes concise mathematical background notes, useful modeling tips, and discussion of a number of test problems and nontrivial examples.

János D. Pintér, the developer of MathOptimizer, is an active researcher in the area of global/nonlinear optimization as well as a professional software developer. He received the 2000 INFORMS Computing Society Prize for the book Global Optimization in Action and has authored and edited other books and numerous research articles related to this field.

More information about MathOptimizer is available.