[Coin-announce] New in COIN-OR: oBB
Jari
jaroslav.fowkes at ed.ac.uk
Thu Mar 27 07:56:09 EDT 2014
Dear COIN-OR users,
I am pleased to announce a new project in COIN-OR: oBB (overlapping
Branch and Bound) is an algorithm for the parallel global optimization
of functions with Lipchitz continuous gradient or Hessian. oBB does not
need to know the Lipschitz constants explicitly, it requires the user to
supply elementwise bounds on the Hessian or derivative tensor of the
objective function. Alternatively, oBB can compute a radial basis
function approximation to the objective function and optimize that instead.
More details and installation instructions can be found at
https://projects.coin-or.org/oBB/
Regards,
Jaroslav Fowkes (oBB project manager)
--
Jaroslav Fowkes
School of Informatics
University of Edinburgh
email: jaroslav.fowkes at ed.ac.uk
--
The University of Edinburgh is a charitable body, registered in
Scotland, with registration number SC005336.
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