【文件属性】：
文件名称：USER’S GUIDE FOR TOMLAB /LGO
文件大小：174KB
文件格式：PDF
更新时间：2017-01-16 08:26:40
TOMLAB LGO
Welcome to the TOMLAB LGO User’s Guide TOMLAB LGO includes the LGO solver from Pint′er Consulting
Services and an interface to MATLAB by MathWorks’
The Lipschitz Continuous Global Optimizer LGO solver suite serves for the analysis and global solution of general
nonlinear programming NLP models The LGO solver system has been developed and gradually extended for
more than a decade and it now incorporates a suite of robust and efficient global and local nonlinear solvers It
can also handle smaller LP models LGO is documented elsewhere in detail: see for example Pint′er 1996 2001
2003 [1 2 3]
TOMLAB LGO integrates the following global scope algorithms:
Branch and bound adaptive partition and sampling based global search BB
Adaptive global random search GARS
Adaptive multistart global random search MS
LGO also includes the following local solver strategies:
Constrained local search based on a generalized reduced gradient approach GRG
The overall solution approach followed by TOMLAB LGO is based on the seamless combination of the global
and local search strategies This allows for a broad range of operations In particular a solver suite approach
supports the flexible usage of the component solvers: one can execute fully automatic global and or local search
based optimization and can design customized interactive runs
TOMLAB LGO does not rely on any sub solvers and it does not require any in depth structural information
about the model It is particularly suited to solve even ’black box’ closed confidential or other complex models
in which the available analytical information may be limited TOMLAB LGO needs only computable function
values without a need for higher order analytical information TOMLAB LGO can even solve models having
constraints involving continuous but non differentiable functions Thus within TOMLAB LGO is well suited to
solve nonlinear global and convex optimization models
TOMLAB LGO can also be used in conjunction with other TOMLAB solvers Local solvers when available can
be used to verify the solution found by LGO and to provide additional local information ">Welcome to the TOMLAB LGO User’s Guide TOMLAB LGO includes the LGO solver from Pint′er Consulting
Services and an interface to MATLAB by MathWorks’
The Lipschitz Continuous Global Optimizer LGO solver suite serves for the analysis and global solution of general
nonlinear programming NLP [更多]