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LGO for AMPL

LGO is capable of determining high-quality solutions to global optimization problems that have (possibly many) locally optimal solutions. Because LGO makes only limited assumptions as to problem structure and differentiability, it can be applied in a broad range of design and operational applications.

Summary

Developer: Pintér Consulting Services, Inc.

Current version: 2014-12-04

Problem types supported: Continuous nonlinear objectives and constraints without restriction as to smoothness or convexity.

Algorithms available: A suite of methods including heuristic global presolvers, partition and search (continuous branch-and-bound), global random search (single-start and multi-start), and constrained local (reduced gradient) optimization.

Special features: An extension to support integer-valued variables is in preparation.

Further information

Pintér Consulting Nonlinear Systems Modeling and Optimization page
LGO for AMPL User’s Guide including option descriptions