Direct search optimization application programming interface with remote access

• Author(s): Mestre, Pedro ; Matias, João ; Correia, Aldina ; Serôdio, Carlos
• Date: 2010
• Persistent ID: http://hdl.handle.net/10400.22/4034
• Origin: Repositório Científico do Instituto Politécnico do Porto
• Subject(s): Nonlinear programming; Derivative-free; Java; API; Remote access; Web services
• Document Type: Article
• Language: English

Description

Search Optimization methods are needed to solve optimization problems where the objective function and/or constraints functions might be non differentiable, non convex or might not be possible to determine its analytical expressions either due to its complexity or its cost (monetary, computational, time,...). Many optimization problems in engineering and other fields have these characteristics, because functions values can result from experimental or simulation processes, can be modelled by functions with complex expressions or by noise functions and it is impossible or very difficult to calculate their derivatives. Direct Search Optimization methods only use function values and do not need any derivatives or approximations of them. In this work we present a Java API that including several methods and algorithms, that do not use derivatives, to solve constrained and unconstrained optimization problems. Traditional API access, by installing it on the developer and/or user computer, and remote API access to it, using Web Services, are also presented. Remote access to the API has the advantage of always allow the access to the latest version of the API. For users that simply want to have a tool to solve Nonlinear Optimization Problems and do not want to integrate these methods in applications, also two applications were developed. One is a standalone Java application and the other a Web-based application, both using the developed API.