Global Optimization

Global Search, As Timely As Ever

``Consider everything. Keep the good. Avoid evil whenever you notice it.''
(1 Thess. 5:21-22)

COCONUT - GloptLab
Introduction - Techniques
Software (global) - Software (local) - Test Problems
Applications - Other Optimization - Related Topics
People

This is a comprehensive archive of online information on (almost exclusively non-commercial) global optimization, and somewhat less comprehensive on local optimization, collected by Arnold Neumaier on the web server http://www.mat.univie.ac.at/~neum/glopt.html of the Computational Mathematics group at the University of Vienna, Austria. Later on this page there is a Table of Contents of this Site.

Please help to keep the archive up to date by informing me at Arnold.Neumaier@univie.ac.at about new or missing electronic documents related to public domain work on global optimization, and about links that are no longer working.

Related, but not formally part of this site are two other sites maintained by our research group in Vienna:

The GICOLAG web site, featuring the slides of most talks of the visiting and research program ''Global Optimization - Integrating Convexity, Optimization, Logic Programming, and Computational Algebraic Geometry'', held by the International Erwin Schrödinger Institute for Mathematical Physics (ESI) Vienna, Austria from October 1 - December 23, 2006. The slides give an accurate snapshot of the state of the art in complete global optimization as of December 2006.

The COCONUT web site with many links specifically devoted to the activities of the European COCONUT project, with the goal of integrating various existing complete approaches to global optimization into a uniform whole, and a current follow-up project.

Since starting this optimization page (September 1, 1995), this page was accessed steadily by about 30-40 different computers per day (last counted in 1999).

Updates to the contents are made quite frequently. I try to keep a complete coverage of public domain work on continuous global optimization; many references to combinatorial and local optimization are included for my (and your) convenience, but there I don't aim at completeness. Thanks to all who helped me by providing useful information.

The archive was reorganized on November 12, 1996; it now contains more than 1000 links to sources outside our server.

Please write me to Arnold.Neumaier@univie.ac.at if your own work is not referenced, if you know some other useful link to public domain work that is missing here, or if you find any invalid links.

In the following table of contents, italic headings correspond to different files, while roman headings correspond to sections within a file. There are further files not in this table of contents, accessible through links given in individual files.

Introduction to Global Optimization

Global Optimization Techniques

Branch and Bound (Mixed Integer Programming)

Branch and Bound (DC-Methods)

Branch and Bound (Interval Methods)

Simulated Annealing

Genetic Algorithms

Other Stochastic Global Optimization Methods

Continuation Methods for Global Optimization

Other Heuristics for Global Optimization

Global Optimization Software

Public Domain Systems