README
1This code is modified from the original StoGO Global Optimization library
2by Madsen et al., downloaded from:
3
4 http://www2.imm.dtu.dk/~km/GlobOpt/opt.html
5
6It was modified to allow C-callable wrappers and some other niceties by
7Steven G. Johnson (stevenj@alum.mit.edu) in 2007.
8
9StoGO uses a gradient-based direct-search branch-and-bound algorithm,
10described in:
11
12S. Gudmundsson, "Parallel Global Optimization," M.Sc. Thesis, IMM,
13 Technical University of Denmark, 1998.
14
15K. Madsen, S. Zertchaninov, and A. Zilinskas, "Global Optimization
16 using Branch-and-Bound," Submitted to the Journal of Global
17 Optimization, 1998.
18 [ never published, but preprint is included as paper.pdf ]
19
20S. Zertchaninov and K. Madsen, "A C++ Programme for Global Optimization,"
21 IMM-REP-1998-04, Department of Mathematical Modelling,
22 Technical University of Denmark, DK-2800 Lyngby, Denmark, 1998.
23 [ included as techreport.pdf ]
24