Introduction

The Coliny optimization library contains a variety of optimization methods defined with a COLIN optimization interface. Coliny and COLIN are revisions of the SGOPT optimization library~{SGOPT}, which also defined optimizers using C++ object-oriented abstractions. The COLIN optimization interface generalizes the capabilities of SGOPT, and in particular makes it easier to interface solvers and user applications that are defined on different search domain types. Coliny provides a collection of optimization solvers, and in particular it replicates the functionality in SGOPT.

This document describes the algorithms that are implemented within Coliny at a high level. Although the set of solvers included in Coliny continues to grow, Coliny contains solvers that are well suited for

Coliny is integrated into the Acro toolkit, and within that toolkit it depends on the following packages Many of the optimizers defined by Coliny are currently included in the interface to the DAKOTA Iterator Toolkit [EldHarBohRom96].

Historically, this software evolved as a library of algorithms used for research purposes. Consequently, there are many places in this library where the software could be further polished, and some of the libraries are more stable than others. Indications are made at the end of the sections describing each of the optimizers in Coliny concerning the stability of each optimizer.

It will often be convenient to describe the methods and information in optimization classes in five categories: