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Wolfram Research Distributes Global Optimization for Mathematica

Published July 30, 1998

Third-Party Product Offers Fast and Easy Nonlinear Global Optimization

Microsoft Windows, Linux, Macintosh, and Unix

Mathematica Version 3 or later

Details at:

Developed and supported by:
Loehle Enterprises

Wolfram Research, Inc. is now distributing Global Optimization, a package that performs global optimization of nonlinear systems. Global Optimization uses the Mathematica system as an interface for defining the nonlinear system to be solved and for computing numeric function values. Any function computable by Mathematica can be used as input. For example, you can define a function describing the closeness of fit between a set of experimental data and a proposed model; then, by using Global Optimization to minimize this function, you can quickly arrive at an optimized model.

Knowledge of advanced mathematics is not required to use Global Optimization. Since the algorithm does not depend on derivatives, the function being investigated need not even be differentiable. Robust solutions are provided with the goal of saving time for the user by finding all optimal solutions in a single run.

The package Global Optimization uses a unique grid refinement algorithm capable of finding multiple minima in a single run. The algorithm can also identify optimal regions rather than only a single point. These optimal regions might represent the bounds of feasible management strategies that achieve an equivalent result, or they might depict confidence limits for a parameter estimation problem. Nonlinear inequality constraints, which may even define disjunct parameter search spaces, are allowed.