Find global minimum
A GlobalSearch
object contains properties
(options) that affect how run
repeatedly runs a local solver to
generate a GlobalOptimSolution
object. When run, the
solver attempts to locate a solution that has the lowest objective function
value.
gs = GlobalSearch
creates gs
, a
GlobalSearch
solver with its properties
set to the defaults.
gs = GlobalSearch(Name,Value)
sets properties using
name-value pairs.
gs = GlobalSearch(oldGS,Name,Value)
creates a copy of the
oldGS
GlobalSearch
solver, and sets properties using
name-value pairs.
gs = GlobalSearch(ms)
creates gs
, a
GlobalSearch
solver, with common property
values from the ms
MultiStart
solver.
run | Run multiple-start solver |
For a detailed description of the algorithm, see GlobalSearch Algorithm. Ugray et al. [1] describe both the algorithm and the scatter-search method of generating trial points.
[1] Ugray, Zsolt, Leon Lasdon, John Plummer, Fred Glover, James Kelly, and Rafael Martí. Scatter Search and Local NLP Solvers: A Multistart Framework for Global Optimization. INFORMS Journal on Computing, Vol. 19, No. 3, 2007, pp. 328–340.