Computer Physics Communications Program Library

Programs in Physics & Physical Chemistry

PROGRAM SUMMARY

Manuscript Title: PANMIN: sequential and parallel global optimization procedures with a variety of options for the local search strategy.
Authors: F.V. Theos, I.E. Lagaris, D.G. Papageorgiou
Program title: PANMIN
Catalogue identifier: ADSU
Journal reference: Comput. Phys. Commun. 159(2003)63
Programming language: Fortran 77/MPI.
Computer: SUN ENTERPRISE 450 with 4 CPUs. A 48-node cluster under Linux.
Operating system: Unix, Linux.
Word size: 64
Keywords: Global and local Optimization, Modeling, Curve-fitting, Neural Network training, General purpose, Fitting.
Classification: 4.9.
Nature of problem: A multitude of problems in science and engineering are often reduced to minimizing a function of many variables. There are instances that a local optimum does not correspond to the desired physical solution and hence the search for a better solution is required. Local optimization techniques can be trapped in any local minimum. Global optimization is then the appropriate tool. For example, solving a non-linear system of equations via optimization, one may encounter many local minima that do not correspond to solutions, i.e. they are far from zero.
Solution method: PANMIN is a suite of programs for Global Optimization that take advantage of the Merlin/MCL optimization environment. We offer implementations of two algorithms that belong to the stochastic class and use local searches either as intermediate steps or as a solution refinement.
Restrictions: The only restriction is set by the available memory of the hardware configuration. The software can handle bound constrained problems. The Merlin Optimization environment must be installed. Availability of an MPI installation is necessary for executing parallel code.
Running time: Depending on the objective function.