I have a set of problems, each problem can be solved independently to each other, but with same optimization process.
I want to optimize each problem with an optimizer and iterate optimization process for all problems.
Is there any optimizer or solver, which can be automatically running in a loop?
That’s rather unusual. BTW: are you sure that you are not after some sort of MOO ? (or a MOO that’s rather … er … hmm … SOO? (M for multi, S for single)). And what’s the point to optimize on a per single objective basis?
Other than that I have various MOO’s (say: MOEA/NSGA-II/SPEA2/… + any N of objectives etc etc) but are written in C# (meaning the obvious: any variation/objective policy/etc imaginable is the easiest of things).