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1 Introduction
1.1 Overview
Welcome to the TOMLAB /OQNLP User's Guide. The package includes the
OQNLP solvers from Optimal Methods Inc. and an interface to The
MathWorks' MATLAB. The TOMLAB /OQNLP package includes OQNLP, MSNLP and
LSGRG2, while TOMLAB /MSNLP includes MSNLP and LSGRG2.
TOMLAB /OQNLP is a multistart heuristic algorithm designed to find
global optima of smooth constrained nonlinear programs (NLPs) and
mixed-integer nonlinear programs (MINLPs).
TOMLAB /MSNLP is also a multistart heuristic algorithm designed to find
global optima of smooth constrained nonlinear programs (NLPs). The
latest release support integers (MINLPs).
LSGRG2 can be called directly. The solver does not find global
optima but only local solutions, which may be sufficient for many
user cases. Up to 10,000 variables and constraints are supported.
The multistart feature calls an NLP solver with a different set of
initial values and return the feasible solutions as well as the
optimal point. The starting points are calculated from scatter
search algorithm, see
http://www.opttek.com for additional
information. The user may also choose to use uniformly distributed
initial values. Neither of the two options guarantee that a global
optimum is obtained, however the likelihood is high.
The main advantage with OQNLP/MSNLP for smooth problems is that good
local solutions are easily obtained, and that integer variables are
handled.
1.2 Contents of this Manual
- Section 1 provides a basic overview of the
TOMLAB /OQNLP and TOMLAB /MSNLP solver packages.
- Section 2 provides an overview of the
Matlab interfaces to OQNLP and MSNLP (LSGRG2).
- Section 3 describes
how to set OQNLP and MSNLP (LSGRG2) solver options from Matlab.
- Section 4 gives detailed information about the
interface routines oqnlpTL, msnlpTL and
lsgrg2TL.
1.3 More information
Please visit the following links for more information:
1.4 Prerequisites
In this manual we assume that the user is familiar with global
optimization and nonlinear programming, setting up problems in TOMLAB
(in particular constrained nonlinear (
con) problems) and the
Matlab language in general.
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