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Global Optimization with Mathematica

Craig Loehle
Organization: Loehle Enterprises

1998 Worldwide Mathematica Conference
Conference location

Chicago, IL

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.

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*Wolfram Technology > Application Packages > Applications from Independent Developers > Global Optimization

http://library.wolfram.com/conferences/conference98/abstracts/global_optimization_with_mathematica. [...]