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This book explores the updated version of the GLOBAL algorithm
which contains improvements for a local search algorithm and new
Java implementations. Efficiency comparisons to earlier versions
and on the increased speed achieved by the parallelization, are
detailed. Examples are provided for students as well as researchers
and practitioners in optimization, operations research, and
mathematics to compose their own scripts with ease. A GLOBAL manual
is presented in the appendix to assist new users with modules and
test functions. GLOBAL is a successful stochastic multistart global
optimization algorithm that has passed several computational tests,
and is efficient and reliable for small to medium dimensional
global optimization problems. The algorithm uses clustering to
ensure efficiency and is modular in regard to the two local search
methods it starts with, but it can also easily apply other local
techniques. The strength of this algorithm lies in its reliability
and adaptive algorithm parameters. The GLOBAL algorithm is free to
download also in the earlier Fortran, C, and MATLAB
implementations.
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