The objective of global optimization is to find the globally best solution of a model. Nonlinear models are ubiquitous in many applications and their solution often requires a global search approach. Depending on the field of application, the question whether a found solution is not only a local minimum but a global one is very important.
This software implements a probabilistic approach to determine the probability of a solution being a global minimum. The approach is independent of the used global search method and only requires a limited, convex parameter domain as well as a Lipschitz continuous minimization / error function whose Lipschitz constant is not needed to be known.
The software is a Java executable archive. The developed techniques are described in
Eva Eggeling, Dieter W. Fellner, and Torsten Ullrich (2013), Probability of Globality, Proceedings of the International Conference on Computer and Applied Mathematics (ICCAM 2013), 34:144-148.
Torsten Ullrich and Dieter W. Fellner (2014), Statistical Analysis on Global Optimization, Proceeding of the International Conference on Mathematics and Computers in Sciences and Industry, 978-1-4799-4744-7:99-106.