MACROS for Isight provides advanced approximation (GT Approx) and optimization (GT Opt) techniques within Isight. It implements a concept that user should interact with the tool in terms of the properties of the problem that are important and clear to user, and not in terms of low-level details of the algorithm that use doesn't know or doesn't care about. This is made possible thanks to special heuristic - GT Approx and GT Opt automatically and adaptively select the best method for user specified problem.
GT Approx includes a wide range of well-known state-of-the-art approximation techniques (e.g., Splines, Linear Regression, Kriging, etc.) and original techniques developed by DATADVANCE (e.g., High Dimensional Approximation, Sparse Gaussian Processes, Tensor Approximation, etc.). More information can be found here.
GT Opt also includes a range of well-known optimization methods and original very efficient algorithms (Primal Sequential Quadratically Constrained Quadratic Programming, Adaptive Filter Sequential Quadratic Programming, Multi-objective gradient based Optimal Descent, Large-Scale Surrogate Based Optimization, etc.). More information can be found here.
Advanced numerical methods, implemented in MACROS for Isight, allow solving very challenging problems much faster and without a lot of options tuning.