NAG Library Chapter Contents

E05 (glopt)
Global Optimization of a Function


E05 (glopt) Chapter Introduction – a description of the Chapter and an overview of the algorithms available

Routine
Name
Mark of
Introduction

Purpose
e05jaf 22 nagf_glopt_bnd_mcs_init
Initialization routine for e05jbf
e05jbf
Example Text
Example Data
Example Plot
22 nagf_glopt_bnd_mcs_solve
Global optimization by multi-level coordinate search, simple bounds, using function values only
e05jcf
Example Text
Example Options
Example Data
Example Plot
22 nagf_glopt_bnd_mcs_optset_file
Supply optional parameter values for e05jbf from external file
e05jdf 22 nagf_glopt_bnd_mcs_optset_string
Set a single optional parameter for e05jbf from a character string
e05jef 22 nagf_glopt_bnd_mcs_optset_char
Set a single optional parameter for e05jbf from an ‘ON’/‘OFF’-valued character argument
e05jff 22 nagf_glopt_bnd_mcs_optset_int
Set a single optional parameter for e05jbf from an integer argument
e05jgf 22 nagf_glopt_bnd_mcs_optset_real
Set a single optional parameter for e05jbf from a real argument
e05jhf 22 nagf_glopt_bnd_mcs_option_check
Determine whether an optional parameter for e05jbf has been set by you or not
e05jjf 22 nagf_glopt_bnd_mcs_optget_char
Get the setting of an ‘ON’/‘OFF’-valued character optional parameter of e05jbf
e05jkf 22 nagf_glopt_bnd_mcs_optget_int
Get the setting of an integer valued optional parameter of e05jbf
e05jlf 22 nagf_glopt_bnd_mcs_optget_real
Get the setting of a real valued optional parameter of e05jbf
e05saf
Example Text
Example Text
23 nagf_glopt_bnd_pso
Global optimization using particle swarm algorithm (PSO), bound constraints only
e05sbf
Example Text
23 nagf_glopt_nlp_pso
Global optimization using particle swarm algorithm (PSO), comprehensive
e05ucf
Example Text
Example Data
24 nagf_glopt_nlp_multistart_sqp
Global optimization using multi-start, nonlinear constraints
e05usf
Example Text
Example Data
24 nagf_glopt_nlp_multistart_sqp_lsq
Global optimization of a sum of squares problem using multi-start, nonlinear constraints
e05zkf 23 nagf_glopt_optset
Option setting routine for e05saf, e05sbf, e05ucf and e05usf
e05zlf 23 nagf_glopt_optget
Option getting routine for e05saf, e05sbf, e05ucf and e05usf