Curvi is a program that solves nonlinear optimization problems of the following form:
Minimize or maximize f (X),
subject to xlbj £ xj £ xubj for j=1,...,n.
X is a vector of n variables, x1 ,...,xn, and
the function f depends on X.
Curvi uses first and second partial derivatives of the objective function f with respect to each variable xj. These derivatives are computed automatically by finite difference approximations (either forward or central differences) unless the user supplies a function that evaluates them using formulas or other methods.
Curvi is a set of three solvers: curvif, curvig, and curvih. Curvif requires only function values. Curvig requires function values and gradient values and curvih requires Hessian values also. Performance is improved when gradient values or gradient and Hessian values are supplied, but when this is not possible, curvif will do a good job of computing these values numerically.
The algorithm for unconstrained optimization used by curvi is described in: A curvilinear search using tridiagonal secant updates for unconstrained optimization, by J.E. Dennis, N. Echebest, M.T. Guardarucci, J.M. Martinez, H.D. Scolnik and C. Vacchino., in SIAM J. on Optimization, Vol.1, Number 3, August 1991, page 351.
Curvi is a robust code capable of solving very difficult optimization problems. The example shown below challenges many existing optimization codes. Try it on your favorite code and compare with the performance of Curvi.
Curvi is available as a DLL and in Fortran source code formats. The DLL version is specially designed for the Windows 95 operating system. The DLL can be used by C programs, by Fortran programs (MS PowerStation Fortran and Digital Visual Fortran), and by any Windows application capable of referencing a DLL. The Curvi User's Guide describes the Fortran interface and gives examples using C and Fortran.
The Windows 95 DLL version of Curvi is available for $395.
A single user development Fortran source code license for Curvi is priced at $1995. The Fortran source code can be compiled and run on Windows and Unix systems.
Our Premier Partners program provides licensing terms and service specially designed to meet the needs of commercial software development organizations.
We offer discounts to universities.
Contact Windward Technologies for information about Curvi and other WTI products.
View the Curvi challenge problem.
View the Curvi User's Guide.
You can try Curvi on your own problems through a free 90-day trial. Two steps are required:
First, send e-mail to info@maxthis.com and give us your name and contact information. We will send you a password for the Curvi installation file.
Second, download Curvi_DZ.exe, a self-extracting zip file, and install it on your system. You can download the installation file now, but you will need to get a password before you can install it.
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