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.
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.