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glcSolve

Solves general constrained mixed integer global optimization problems.

Main features

  • glcSolve implements the algorithm DIRECT by Donald R. Jones presented in the paper "DIRECT", Encyclopedia of Optimization, Kluwer Academic Publishers, 2001.
     
  • If no integer, linear or nonlinear constraints are present, glcSolve behaves rather similar to the DIRECT algorithm in glbSolve. There are some algorithmic differences, as discussed in the paper by Jones.

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