Global Optimization with Mathematica
A new package that performs global optimization is presented. The package uses adaptive
grid refinement. Inequality constraints, which may even be nonlinear and may
represent multiple separate regions of the search space, are allowed. The package can find multiple
true minings if they exist and can also define optimal regions as specified by the user. It
is not very prone to getting stuck in local mining. Any computable function can be used as
the objective function which need not be differentiable or continuous. Overall the package
is easy to use and quite reliable.
More information on Global
Optimization is available in the Wolfram Research Store.