CGO

Welcome to the TOMLAB /CGO User's Guide. TOMLAB /CGO includes the solvers, rbfSolve, ego and arbfMIP. The solvers are specifically designed to solve costly (expensive) global optimization problems with up to roughly 30 decision variables. The costly component is only the objective function, i.e. if the constraints are costly as well they need to be integrated in the objective.

The overall solution approach followed by TOMLAB /CGO is based on the seamless combination of the global and local search strategies. The package requires the presence of a global solver and a local solver.

Contents of this manual

• CGO Using the Matlab Interface provides an overview of the solver interface.
• CGO Setting Options describes how to set CGO solver options from Matlab.
• CGO Test Examples provides information regarding (non-costly) TOMLAB /CGO test examples.
• CGO Solver Reference gives detailed information about the interface routines rbfSolve, ego and arbfMIP.
• CGO Utilities Reference describes the utilities available in addition to the solvers, and how to use them.

More information

Please visit the following links for more information and see the references at the end of this manual.

• http://tomopt.com/tomlab/products/cgo/
• http://tomopt.com/tomlab/products/cgo/solvers/rbfSolve.php
• http://tomopt.com/tomlab/products/cgo/solvers/ego.php
• http://tomopt.com/tomlab/products/cgo/solvers/arbfMIP.php

Prerequisites

In this concise manual we assume that the user is familiar with global optimization and nonlinear programming, setting up problems in TOMLAB (in particular global constrained nonlinear (glc) problems) and with the Matlab language in general.

Using the Matlab Interface

• Using the Matlab Interface

Setting CGO Options

• CGO Setting Options

TOMLAB /CGO Test Examples

• CGO Test Examples

TOMLAB /CGO Solver Reference

• CGO Solver Reference

TOMLAB /CGO Utilities Reference

• CGO Utilities Reference

rbfSolve description

• rbfSolve description