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.