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A C++ Library for Stochastic (Global) Optimization
Overview
The SGOPT optimization library provides an object-oriented interface to a variety of optimization algorithms, especially stochastic optimization methods used for global optimization. This library grew out of the BBUMS C++ library developed by William Hart and Brian Bartell during their thesis research at UC San Diego. SGOPT includes a generic class heirarchy for optimization and optimization problems. This class heirarchy includes a generic notion of asynchronous parallel execution for optimization problems, which is used by many SGOPT optimizers. SGOPT is currently being used by Sandia's DAKOTA optimization toolkit.
The following components of SGOPT have been applied extensively:
- Evolutionary Algorithms: a wide range of standard EAs have been implemented, including: genetic algorithms, evolutionary programming, genetic programming
- Memetic Evolutionary Algorithms: SGOPT is well-suited for developing hybrid EAs that employ local search.
- Evolutionary Pattern Search: a class of EAs that are provably convergence on continuous design spaces.
- Pattern Search: a variety of simple pattern search methods have been implemented for derivative-free local optimization
The following components have been developed within SGOPT in the past, but these capabilies have not been upgrade with recent updates (e.g. the transition to ANSI standard C++):
- Simulated Annealing
- Tabu Search
- Clustering-base Optimization
- Bayesian Optimization
Download Information
- Top-level README
- Licensing information
- Download
- Installation instructions
- Software Dependencies:
- Direct Access to the CVS Repository (guest mode):
Further Information
- User Manual ( PDF.GZ)
- Online User/Reference Manual (HTML)
- sgopt-dev@sass2248.jal.sandia.gov Email List
- Subscription Info (Restricted Access)
-
The sgopt-dev list is used for internal use by the SGOPT
developers at Sandia National Laboratories. This email is
archived on Sandia's internal restricted network (not
browsable from the open Web). This provides a convenient
reference and central database for CVS notifications
and developer discussions.
- sgopt-dev 2002 sorted by: [ date ] [ subject ] [ author ]
- sgopt-dev 2001 sorted by: [ date ] [ subject ] [ author ]
- sgopt-dev 2000 sorted by: [ date ] [ subject ] [ author ]
- sgopt-dev 1999 sorted by: [ date ] [ subject ] [ author ]
- Subscription Info (Restricted Access)
- TaskList: the current list of action itmes for SGOPT
Related Software
Contacts
- Technical Contact:
William E. Hart,
Principal Member of Technical Staff.
- Business Contact: David E. Womble, Department Manager.
- Project Team: sgopt-dev@sandia.gov.
- Location
- Business Contact: David E. Womble, Department Manager.
-
Computational Sciences, Computer Sciences Center
Sandia National Laboratories
P. O. Box 5800
Albuquerque, NM 87185