LGO

LGO (Lipschitz Global Optimizer) enables the global and local (numerical) solution of a general class of nonlinear optimization problems defined by a finite number of real-valued, continuous functions over a finite n-dimensional interval region. Formally, the model type considered is

• min f(x) (scalar objective function)

• g(x) <= 0 (set of inequality constraint functions)

• h(x) = 0 (set of equality constraint functions)

• xl <= x <= xu (finite vector bound constraints)

The primary emphasis is placed upon dense, highly nonlinear systems, including those that have a - typically unknown - number of local optima.

Nonlinear and global optimization problems are ubiquitous in the sciences, engineering, and economics. Several prominent examples are systems of nonlinear equations and inequalities, nonlinear regression, forecasting models, data classification, minimal energy models, various packing problems, risk management and other stochastic decision problems, and the design and operation of 'black box' engineering systems (possibly defined by a complicated, numerically intensive procedure).

LGO is available as three different editions:

• LGO 'Silent' version with a Text Input-Output Interface

• LGO Integrated Development Environment

• LGO Solver for Excel