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1 Introduction
1.1 Overview
Welcome to the TOMLAB /CGO User's Guide. TOMLAB /CGO includes the solvers,
rbfSolve and
ego. The solver are specifically designed
to solve costly (expensive) global optimization problems with up to
30 decision variables. The costly component is only the objective
function, i.e. if the constraints are costly as well they need to be
integrated in the objective.
The overall solution approach followed by TOMLAB /CGO is based on the
seamless combination of the global and local search strategies. The
package requires the presence of a global solver and a local solver.
1.2 Contents of this manual
- Section 1 provides a basic overview of the
TOMLAB /CGO solver package.
- Section 2 provides an overview of the
solver interface.
- Section 3 describes
how to set CGO solver options from Matlab.
- Section 4 provides information regarding (non-costly) TOMLAB /CGO test examples.
- Section 5 gives detailed information about the
interface routines rbfSolve and ego.
1.3 More information
Please visit the following links for more information and see the
references at the end of this manual.
1.4 Prerequisites
In this concise manual we assume that the user is familiar with
global optimization and nonlinear programming, setting up problems
in TOMLAB (in particular global constrained nonlinear (
glc)
problems) and with the Matlab language in general.
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TOMLAB
