Global Optimization

Release: 1.0

Date: 18 June 2024

Author: Jaroslav Fowkes and Nick Gould

GALAHAD [1] is a suite of open-source routines for large-scale continuous optimization. Currently there are three packages designed to find global optima, or at least good approximations to them.

Contents

• UGO - univariate global optimization of a smooth function over an interval
• BGO - multivariate global optimization of a smooth function within a box using stochastic methods
• DGO - multivariate global optimization of a smooth function within a box using deterministic methods

References

[1]

Gould, N. I. M., Orban, D., & Toint, Ph. L. (2003). GALAHAD, a library of thread-safe Fortran 90 packages for large-scale nonlinear optimization. ACM Transactions on Mathematical Software (TOMS), 29(4), 353-372.