Scilab Based Global Optimization Toolbox using the Bernstein Form

 

 

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Interdisciplinary Programme in Systems and Control Engineering,

Indian Institute of Technology Bombay

Powai, Mumbai (Maharashtra) – 400076 (India)

 

 

 

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This project is funded by the open source software project of National Mission on Education through Information and Communication Technology (ICT) .

I) http://www.spoken-tutorial.org/NMEICT-Intro,   II) http://scilab.in, III) http://fossee.in

 

ABOUT TOOLBOX:

=============

This is the version 1.0 (June 2010) of Global Optimization Toolbox using Bernstein Form for SCILAB.

A Scilab based global optimization toolbox for solving unconstrained polynomial optimization problems is developed. The toolbox computes, to a user specified accuracy, the global minimum and all global minimizers in a given initial search box.

 

The toolbox handles univariate as well as multivariate type objective functions. The Bernstein polynomial approach serves as the basis for the toolbox. Several optimization examples are provided along with the toolbox to illustrate the approach and use of the software.

 

Keywords: Bernstein polynomial, global optimization, multivariate polynomial, unconstrained optimization

 

AUTHORS:

=======

Authors:  Mr. Dhiraj B. Magare, Mr. Bhagyesh V. Patil and

          Prof. P. S. V. Nataraj

          Indian Institute of Technology Bombay

E-mail:   dhirajmagare@gmail.com, bhagyesh@sc.iitb.ac.in

 

 

Installation:

=============

Before installing the toolbox, please read the license file “license.txt”.

 

The installation of the toolbox is done in several steps (More details can also be found in the file “overview.xml”)

 

1) If you do not yet have SCILAB, get it from ftp.inria.fr:INRIA/Scilab/ (Scilab 5.1.1 and above latest version)

 

2) For Installation, follow any one of the four procedures (i.e. A or B or C or D).

 

-        A) Recommend to follow this procedure for auto installation.

   Run this command on console:

       atomsInstall([‘Global_Optim_toolbox’,’1.0’])

* Command handles toolbox’s installation automatically. (In Backend, it connects directly to ATOMS server.)

 

Suppose that <PATH> stands for the path of the directory which contains the readme.txt file.

 

- B) On Unix/Linux systems

 

     * Administrator  has to execute only once, the following     

       instruction  within Scilab:

       exec <PATH>/builder.sce

       This operation requires permission to write in  

       <PATH>/macros to generate *.bin, names and lib files.

     * User should execute the following instruction from within 

       Scilab: 

         exec <PATH>/loader.sce

       before using the toolbox. This statement can also be put  

       it in .scilab startup file for automatic loading.

 

- C) On Windows systems

 

     * Administrator has to execute only once, the following   

       instruction from  within Scilab:

       exec <PATH>\builder.sce

       This operation requires permission to write in        

       <PATH>\macros to generate *.bin, names and lib files

 

     * User should execute the following instruction from within  

       Scilab before using the toolbox:

       exec <PATH>\loader.sce

       The statement can also put it in the .scilab startup file  

       for automatic loading.

 

- D) Requires freeware ‘Inno Setup Script’ (ISS) software, which  

     is available on following weblink:   

     http://www.jrsoftware.org/isinfo.php

     After installing ISS, run exe file which is present in     

     ‘Setup.zip’

 

Good luck.

 

For version Scilab 5.2.2

Use following commands:

1)    pwd //Shows present working directory path

//Set Toolbox directory path using File>Change Current Directory

2)    a=mopen(TMPDIR+'builder.sce','wt') // must give nonzero value (like a=1)

3)    exec(‘builder.sce’)  //must have to generate ‘loader.sce’ under same directory

4)    exec(‘loader.sce’)   //must need to show you GUI asking for polynomial and more details read in “overview.xml” file.

 

 

 

Contents

========

readme.txt         : first read this file

license.txt        : license information

loader.sce         : installation script

builder.sce        : script for building library

macros             : directory of Scilab functions

     *.sci         : source versions

     *.bin         : precompiled binary versions (generated)

     names         : table of functions (generated)

     lib           : Scilab library binary save (generated)

     help          : directory for help.

     Etc           : Containing .start and .quit file for     

                     default execution

     demos         : demo directory

     doc           : pdf document directory          

 

 

Download Link:

  Global Optimization Toolbox

                                   Or

     Download ‘Inno Setup script (ISS)’ software from following link:

     http://www.jrsoftware.org/isinfo.php

 

        After installing ISS, run setup.             

Toolbox Setup File

     Documentation

     Feedback Form

 

Toolbox Demonstration : 

Once toolbox installed successfully, you can see ‘Global Optimization Toolbox’ name under Scilab Demonstration option.

See List of Examples. Answers would be given on Scilab command window:

Univariate Example :1

Ans: Global Minimum zcap   

       - 2.

Univariate Example: 2

Ans: Global Minimum zcap

         2.

Bivariate Example :

Six Hump Back Camel Function

Ans: Two Variable Problem

         Global Minimum zcap 

          - 1.03162845348967447

Multivariate Example :

Hairer Function (Six Variables problem)    

              Ans: Global Minimum zcap   

  - 1875.25

Univariate Example with GUI Facility

Ans: Global Minimum zcap   

  10.

 

 

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