Merlin: A multidimensional optimization environment

Description

Merlin is an integrated environment designed to solve optimization problems. It offers several optimization algorithms (quasi-Newton, conjugent gradient, simplex, alternating variables, and more). First and second order derivatives may be numerically estimated (when not analyticaly known) using various finite differencing schemes. Bound constrains and fixed variables are also supported. Merlin features its own command-line operating system and can be used either interactively or in batch.

In addition Merlin is programmable. Its programming language, MCL (Merlin Control Language), is a high level, easy to learn language. The MCL compiler takes as input a minimization strategy (coded in MCL) and produces as output a file that contains commands that can steer Merlin appropriately. Both, Merlin and MCL are implemented in ANSI Fortran-77 so as to be portable among different platforms.

Merlin is described in the following articles:

• Merlin-3.0. A multidimensional Optimization Environment
  D.G. Papageorgiou, I.N. Demetropoulos, I.E. Lagaris
  Comput. Phys. Commun. 109 (1998) 227-249.
  Associated software in the CPC Program Library: AAXW_v3_0
  DOI: 10.1016/S0010-4655(98) 00005-8
• The Merlin Control Language for strategic optimization
  D.G. Papageorgiou, I.N. Demetropoulos, I.E. Lagaris
  Comput. Phys. Commun. 109 (1998) 250-275.
  Associated software in the CPC Program Library: ABHA_v2_0
  DOI: 10.1016/S0010-4655(98) 00006-X
• MERLIN-3.1.1. A new version of the Merlin optimization environment
  D.G. Papageorgiou, I.N. Demetropoulos, I.E. Lagaris
  Comput. Phys. Commun., 159 (2004) 70-71.
  Associated software in the CPC Program Library: AAXW_v4_0
  DOI: 10.1016/j.cpc.2003.12.005

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