Global Optimization, costly functions (CPU-intensive)

For global optimization problems with expensive function evaluations the TOMLAB /CGO routines rbfSolve or EGO are the best choices, using state-of-the-art response surface techniques. The TOMLAB Base Module routines glcFast and glbFast can also be used in time-consuming runs to verify properties of the problem. They implement deterministic DIRECT algorithms. The many solver options in TOMLAB /LGO should also be considered when working on tough global optimization problems.