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glcCluster

Solves general constrained mixed-integer global optimization problems.

  Main features:

  • glcCluster implements a hybrid algorithm:
    • It makes a global search using glcFast.
    • The output of glcFast is analyzed using a clustering algorithm, that generates a set of initial points.
    • A local search is made starting from each of the points in the set.
    • Then glcFast is trying to improve the best point found.
    • If a new best point is found, another local search is made, otherwise the algorithm stops.

     
  • The algorithm has been able to solve problems of higher dimensions than by just using glcFast or glbFast in a reasonable time frame.

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