An Example of Global Optimization

A technical example of global optimization using the NAG Library routines for global optimization and the NAG Toolbox for MATLAB. Finding a global minimum (or maximum) is a complex problem. In this example we use a Multi-level Coordinate Search Method. The NAG Library contains a suite of both Local and Global Optimization techniques. Produced by experts for use in a variety of applications, the NAG Library is the largest commercially available collection of numerical and statistical algorithms in the world. With over 1,600 tried and tested routines that are both flexible and portable it remains at the core of thousands of programs and applications spanning the globe.