TOMLAB /OQNLP is a multistart heuristic algorithm designed to find global optima of smooth constrained nonlinear programs (NLPs) and mixed-integer nonlinear programs (MINLPs), in cooperation with Optimal Methods, Inc. The multistart feature calls an NLP solver with a different set of initial values and returns the feasible solutions as well as the optimal point. The starting points are calculated from scatter search algorithm, see 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 OQNLP solver has a built-in feasible path GRG solver, LSGRG2. The main advantage with OQNLP for smooth problems is that good local solutions are easily obtained, and that integer variables are handled.
References in zbMATH (referenced in 2 articles )
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- Rios, Luis Miguel; Sahinidis, Nikolaos V.: Derivative-free optimization: a review of algorithms and comparison of software implementations (2013)
- Bussieck, Michael R.; Drud, Arne Stolbjerg; Meeraus, Alexander; Pruessner, Armin: Quality assurance and global optimization (2003)