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COOOL(general) C++ OPTIMIZATION COOOL(general) Nov 20 10:41NAME COOOL LIBRARYSYNOPSIS #include <coool.hh>DESCRIPTION COOOL Welcome to the COOOL library version 1.1. COOOL stands for Center for Wave Phenomena Object Oriented Optimization Library. The Center for Wave Phenomena is a research group at the Department of Geophysics, Colorado School of Mines. Among others some of the research activities developed at CWP are geophysical data inversion, anisotropic seismic wave propagation, high performance computing and so on. This library was developed with the purpose to provide the user with a reasonable set of optimization procedures to tackle linear and non linear optimization problems. Some of those algorithms resort to the derivatives of the objective function (the functional that you intend to minimize), however some of them are derivative-free procedures. We tried to be creative in the communication protocol between the COOOL library algorithms and the user- -coded objective function. The EXPECT mechanism, a freely available software written by Don Libe suited, very well for this purpose. Besides the algorithms we provide C++ classes to manipulate vectors and (sparse or dense) matrices that can be useful for scientific software development. DESCRIPTION COOOL The following is a brief description of the optimization algorithms that are available in the present version of the COOOL library: Linear system solvers: Conjugate Gradient for Least Squares (CGLS) Interative Reweighted Least Squares (Irls) Non linear optimization tools: Derivative-free: Powell's method (Powell) Simplex (Simplex) Derivative-based: Conjugate Gradient (CG) with Polak-Ribiere and Fletcher-Reeves step computation procedures available Line searches: Derivative-free: Brent's algorithm (BrentLineSearch) Derivative-based: Cubic line search (CubicLineSearch) Vector and Matrix manipulation classes: take a look at Vector.hh (Vector) and Matrix.hh (Matrix) Man pages are available to easier the usage of the COOOL library. To get detailed information about the algorithms listed above type man followed by whatever is between parentheses (It is not case sensitive!). For information on how to install the COOOL library and how to run the demos look at the README file. For detailed information on the internal structure of the library and about the optimization algorithms check the post script file available via WWW - Netscape at: http://vita.mines.edu:3857/jscales or via anonymous FTP to landau.mines.edu. "cd" to the directory pub/coool and transfer the file coool.ps.gz. You should use gzip to uncompress this file. DISCLAIMER The COOOL library is a free software. You can distribute copies to whoever you want and in any amount you wish. Since you got the source code you can also modify the library to fit better into your own purposes. We appreciate if the headers that identify the authors are kept in the source code. The COOOL library has bugs. The ones we detected we went ahead and fixed, but we strongly appreciate any bug reports that you send us. Please use the following E-mail address: optima@dix.mines.edu. We will fix them (almost) immediatly and send a newer version to you. But as in any disclaimer the following annoying message should be present. So here it goes: There are no guarantees, explicit or implicit, made by the Center for Wave Phenomena, the Colorado School of Mines, or any member of the aforesaid organizations, past, present, or future, regarding the accuracy, safety, usefulness, or any other quality or aspect of this software. Thanks for using COOOL.
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