Coliny User Manual Version Version 1.0

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Coliny: A C++ Library of COLIN Optimizers

### Version 1.0

William E. Hart
Discrete Algorithms and Mathematics Dept
Optimization and Uncertainty Estimation Department
Sandia National Laboratories
P. O. Box 5800
Albuquerque, NM
http://www.cs.sandia.gov/~wehart
wehart@sandia.gov

This document provides a user's guide for the Coliny optimization library. Coliny is a C++ library that includes implementations of a variety of optimization algorithms. Coliny relies on the COLIN optimization library interface to define the basic framework for defining optimization problems. Thus Coliny can be viewed as a collection of optimizers, any of which could be used independently. The optimizers currently supported within Coliny are evolutionary algorithms (genetic algorithms, evolutionary programming, genetic programming and evolutionary pattern search), direct search (Solis-Wets search, simple pattern search), TABU search, multi-start local search, random sampling, DIRECT and GRASP. Additionally, Coliny includes interfaces with a variety of third-party optimizers, including APPS (direct search), and COBYLA2 (direct search). Many of the optimizers in Coliny are written to exploit implicit parallelism in the execution of function evaluations, and a simple asynchronous master-slave algorithm can be used to use these algorithms in parallel on a wide-range of computing platforms.

## Table of Contents

User's Guide Introduction Software Components Evolutionary Algorithms Pattern Search Methods Solis-Wets Local Search Stratified Monte Carlo direct-doc apps-doc cobyla2-doc References | Reference Guide (with tree frame) Namespace List Class Hierarchy Class List Compound List File List Namespace Members Compound Members File Members Documented TODO List

Acknowledgements