BIGDOT - Large Scale Optimization Software Library
BIGDOT is a gradient-based optimization library, similar to DOT. Users link the BIGDOT library with their program to perform optimization. BIGDOT is intended to solve very large scale optimization problems and can handle linear, non linear, constrained and unconstrained optimization problems. BIGDOT is capable of solving optimization problems with large numbers of design variables and active constraints up to the number of design variables. Problems in excess of 3M design variables have been solved by BIGDOT. In addition discrete/integer and mixed variable problems can also be solved. For discrete variable problems, there is no guarantee of obtaining the true minimum. The techniques in BIGDOT are intended to efficiently obtain a near optimum discrete solution for large scale optimization problems.