Solve multiple maxima, multiple minima, and nonsmooth optimization problems

Global Optimization Toolbox provides methods that search for global solutions to problems that contain multiple maxima or minima. It includes global search, multistart, pattern search, genetic algorithm, and simulated annealing solvers. You can use these solvers to solve optimization problems where the objective or constraint function is continuous, discontinuous, stochastic, does not possess derivatives, or includes simulations or black-box functions with undefined values for some parameter settings.

Genetic algorithm and pattern search solvers support algorithmic customization. You can create a custom genetic algorithm variant by modifying initial population and fitness scaling options or by defining parent selection, crossover, and mutation functions. You can customize pattern search by defining polling, searching, and other functions.


Capabilities

Solving Optimization Problems

Select a solver and define an optimization problem, set and inspect optimization options, run optimization problems and visualize results, and more.

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Global Search and Multistart Solvers

Use global search and multistart solvers use gradient-based methods to return local and global minima.

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Genetic Algorithm Solver

Solve optimization problems by mimicking principles of evolution, modifying a population of individual points using rules modeled on gene combinations.

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Multiobjective Genetic Algorithm Solver

Solve multiobjective optimization problems by identifying the Pareto front—the set of evenly distributed nondominated optimal solutions.

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Pattern Search Solver

Use three direct search algorithms: generalized pattern search (GPS), generating set search (GSS), and mesh adaptive search (MADS).

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Simulated Annealing Solver

Solve optimization problems using a probabilistic search algorithm that mimics the physical process of annealing,

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Parallel Computing

Use parallel computing capabilities to decrease time to solution.

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Product Resources

Discover more about Global Optimization Toolbox by exploring these resources.

Documentation

Explore documentation for Global Optimization Toolbox functions and features, including release notes and examples.

Functions

Browse the list of available Global Optimization Toolbox functions.

System Requirements

View system requirements for the latest release of Global Optimization Toolbox.

Technical Articles

View articles that demonstrate technical advantages of using Global Optimization Toolbox.

User Stories

Read how Global Optimization Toolbox is accelerating research and development in your industry.

Community and Support

Find answers to questions and explore troubleshooting resources.

Apps

Global Optimization Toolbox apps enable you to quickly access common tasks through an interactive interface.


Try or Buy

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Global Optimization Toolbox Technical Expert

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Global Optimization Toolbox requires MATLAB, and Optimization Toolbox.


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