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, 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.

 

Centre for Informatics
and Applied Optimisation
(CIAO)

Copyright © 2006 University of Ballarat