global_local

Use a hybrid global-local scheme for solving an optimization sub-problem

Specification

  • Alias: None

  • Arguments: None

Description

This sub-problem solver option employs multiple methods, both sequenced and competed. It is currently the most comprehensive (and expensive) option. First, the sequence is from a global subproblem solve, followed by competed local solves that are initiated from the best global solution. The global solver is DIRECT and the competed local solves are sequentual quadratic programming (sqp) and nonlinear interior point (nip), from NSPOL and OPT++ respectively.