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There are several GLOBAL solvers available, both free codes from research institutions and commercial codes from various vendors. The solvers differ in the methods they use, in whether they find globally optimal solution with proven optimality, and in the size of models they can handle, and in the format of models they accept.
| BARON | Branch-and-Reduce algorithm from N. Sahinidis, University of Illinois Urbana-Champaign |
| LGO | Lipschitz Global Optimization from Pinter Consulting Services, Canada |
| OQNLP | Multistart methods by OptTek and Optimal Methods. |
BARON is a computational system for solving non convex optimization problems to global optimality. Purely continuous, purely integer, and mixed-integer nonlinear problems can be solved with the software. The Branch And Reduce Optimization Navigator derives its name from its combining interval analysis and duality in its reduce arsenal with enhanced branch and bound concepts as it winds its way through the hills and valleys of complex optimization problems in search of global solutions.
This algorithm combines rigorous statistical methods with traditional mathematical programming methods to find solutions within well defined bounds. Tailored versions of LGO have been applied successfully in number of large scale special purpose applications.
This system combines robust nonlinear optimization technologies with state-of-the-art meta heuristic search procedures, including Tabu Search, Neural Networks, and Scatter Search, into a single composite method.