Ultra Trust Region twitter feed
Revolutionary advance invented by Mark L. Stone
to make nonlinear optimization solution robust as hell
Ultra Trust Region optimization maximizes mileage per gradient evaluation and
robustifies nonlinear optimization algorithm performance
Nasty non-convex, nonlinear, ill-conditioned functions?
Noisy objective function and gradient evaluations? Not a prob, Bob.
UltraSimOpt twitter feed
World's first robust and reliable constrained stochastic simulation optimizer
Linear (LMI) and Bilinear (BMI) Matrix Inequalities, Nonlinear SDPs?
Go ahead, include these deterministic semidefinite constraints in your
simulation optimization problem. UltraSimOpt loves them.
Robust termination (optimality) criteria handle linear & smooth nonlinear constraints,
linear & nonlinear SDP constraints,
and noisy objective function & gradient evaluation