Computational and Applied Math Proseminar
joint with
Mathematics Colloquium

Department of Mathematics, Arizona State University

Thursday, April 6, 2000, 3:40 p.m. in PSA Room 103

Kenneth Holmström

Department of Mathematics and Physics, Mälardalen University, Sweden

The TOMLAB Optimization Environment in Matlab

Abstract TOMLAB is a general purpose, open and integrated Matlab environment aimed at the solution of a wide range of optimization problems, as well as for research and teaching in optimization. One motivation for TOMLAB is to simplify research on applied optimization problems, giving easy access to all types of solvers; at the same time having full access to the power of Matlab. This talk discusses the design and contents of TOMLAB, its performance, and presents some applications where it has been successfully used. More than 65 different algorithms for linear, discrete and nonlinear optimization are implemented. It is possible to call solvers in the Math Works Optimization Toolbox and TOMLAB v2.0 also has a call-compatible interface. We are currently working on a set of predefined MEX-file interfaces to a large collection of state-of-the-art general-purpose Fortran and C solvers, soon to be available. There are several ways to solve optimization problems in TOMLAB. Either by a direct call to a solver or using a general multi-solver driver routine, or interactively, using the Graphical User Interface (GUI), or a menu system. The talk will discuss in more detail recent work in two of the strong areas of TOMLAB, nonlinear parameter estimation and global optimization. New algorithms for global optimization of costly functions show good results on test problems and an industrial train set optimization problem. More information on TOMLAB and a demo version for download are available at the home page of the Applied Optimization and Modeling (TOM) group, URL: http://www.ima.mdh.se/tom.

For further information please contact: mittelmann@asu.edu