Open Alternatives to Matlab to Solve Multi-Purpose Optimization Problems

Abstract

Methods of multi-criteria optimization and the use of "free" software for solving multipurpose optimization problems are considered. Currently, the MATLAB function library (Optimization Toolbox) is successfully used to solve them. MATLAB, which is a high-tech software product, has a rather high cost. Therefore, the authors proposed the use of free alternatives to MATLAB, namely software products GAMS and Octave for solving such problems. The article presents mathematical statements of practical problems of multi-criteria optimization and the results of their solution using NEOS Server: State-of-the-Art Solvers for Numerical Optimization (GAMS) and the free GNU OCTAVE program. The results obtained are confirmed by calculations in MATLAB.