Box-bounded Global Optimization

For box-bounded global optimization the TOMLAB Base Module solvers glbSolve and glcSolve are suitable. They utilize no derivative information and implement two slight variations of the DIRECT algorithm. For higher dimensions, the algorithm in glcSolve is often faster. The glcSolve implementation of DIRECT also handles linear and nonlinear constraints, and integer variables. It is normally better to use the two faster FORTRAN implementations of glbSolve and glcSolve called glbFast and glcFast. The TOMLAB /CGO toolbox and glcCluster should be tested for all global optimization problem, preferably in combination with a fast local solver. TOMLAB /LGO, the latest addition to the global optimization options in TOMLAB is an excellent option for all problems. See the LGO page for more information.