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GANSO
is a programming library which implements several methods of
global and nonsmooth, nonlinear optimization. It is written in C/C++, and is
distributed in compiled form (as binary library files) for several
platforms, including Windows, Linux and other Unix flavours. GANSO was
developed in and is maintained by the Centre
for Informatics and Applied
Optimisation, Graduate School of Information Technology and Mathematical
Sciences, University of Ballarat, Australia, abbreviated below
as CIAO.
Specifically, GANSO implements the
following methods
- Derivative-Free Bundle Method (DFBM)
of nonsmooth optimization;
- Extended Cutting Angle Method (ECAM)
of global Lipschitz optimization;
- Dynamical System - based Optimization (DSO) - a method of global
optimization;
- Random Start local optimization;
- Various combinations of the above methods.
The GANSO library is specifically designed to solve optimization problems with
a very complex, nondifferentiable objective function. It is not designed for
solving linear, quadratic or integer programming problems, for which many specialised methods are available.
However, when the objective function is non smooth, or has many local extrema, such specialised methods are inadequate.
GANSO provides a computationally efficient way to tackle these complicated problems.
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