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An Example of Global Optimization

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Published on Mar 29, 2011

A technical example of global optimization using the NAG Library routines for global optimization and the NAG Toolbox for MATLAB. Finding a global minimum (or maximum) is a complex problem. In this example we use a Multi-level Coordinate Search Method. The NAG Library contains a suite of both Local and Global Optimization techniques. Produced by experts for use in a variety of applications, the NAG Library is the largest commercially available collection of numerical and statistical algorithms in the world. With over 1,600 tried and tested routines that are both flexible and portable it remains at the core of thousands of programs and applications spanning the globe.

The NAG Library is widely used and trusted because of its unrivalled quality, reliability and portability. Whether it is a single PC or a cluster of the world’s largest supercomputers, the NAG Library has the numerical capabilities to fit your model. The NAG Library is available for use with many programming languages and for many platforms and operating systems. For more specific product information, library content and availability visit www.nag.co.uk.

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