SGOPT: A C++ Library of (Stochastic) Global Optimization Algorithms

Version 2.0

William E. Hart
Optimization and Uncertainty Estimation Department
Sandia National Laboratories
P. O. Box 5800
Albuquerque, NM
http://www.cs.sandia.gov/~wehart
wehart@cs.sandia.gov

This document describes the SGOPT software library. SGOPT is a C++ class library for nonlinear optimization. This library uses an object-oriented design that allows the software to be extended to new problem domains. Furthermore, this library was designed so that the interface is straightforward while providing flexibility to allow new algorithms to be easily added to this library. The SGOPT library has been used by several software projects at Sandia, and it is integrated into the DAKOTA design and analysis toolkit.

Table of Contents

User's Guide
Reference Guide (with tree frame)

Acknowledgements