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| In the Premium Solver Platform,
the GRG nonlinear Solver is augmented with "multistart"
or "clustering" methods for global
optimization. It can be automatically run many times
from judiciously chosen starting points, and the best solution
found will be returned as the optimal solution. For some
smooth nonlinear problems, multistart methods will converge
in probability to the globally optimal solution. For other
problems, they often yield very good solutions in an
acceptable amount of time -- and of course, they are far
easier to use than a manual exploratory process. And you
don't have to change your model at all to take advantage of
these new global optimization capabilities! |
Click on the GRG Solver / Multistart
Options dialog to see it full size.
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Faster Solution of Nonlinear Problems
Nonlinear problems often have some decision
variables which occur linearly in the objective and constraints,
while other variables occur nonlinearly (making the problem
nonlinear overall). The Premium Solver Platform includes a new
option for the GRG nonlinear solver, "Recognize Linear
Variables," which allows the Solver to save time at each step
when it computes partial derivatives of the problem functions. This
option can make solution of nonlinear problems up to 50% faster,
depending on the number of variables occurring linearly in the
problem.
Back to Premium Solver
Platform Product Overview
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