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glcFast

Solves general constrained mixed-integer global optimization problems.

Main features

  • glcFast implements the algorithm DIRECT by Donald R. Jones presented in the paper "DIRECT", Encyclopedia of Optimization, Kluwer Academic Publishers, 2001. The algorithm is implemented in Fortran using a MEX-file interface.
     
  • If no integer, linear or nonlinear constraints are present, glcFast behaves rather similar to the DIRECT algorithm in glbFast. There are some algorithmic differences, as discussed in the paper by Jones.
     
  • See the description of glbSolve for test results with glcFast.

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