Package Functions
Ten functions are provided in the package:
 GlobalSearch is a hillclimbing algorithm for nonlinear
functions with analytic equality and inequality constraints. It is
designed to
be robust to local minima and to solve problems with hundreds of
variables. No
derivatives are required, and the userdefined objective function can even
be
nondifferentiable. Multiple starts allow the user to find multiple minima
if
they exist. This function is ideal for nonlinear regression, engineering
design, model estimation, financial analysis, and other applications.
Neither
bounds nor a close initial guess are needed.
 GlobalPenaltyFn is a hillclimbing algorithm for
nonlinear functions with nonanalytic equality and inequality
constraints. It is designed to be robust to local minima and to solve
problems with hundreds of variables. No derivatives are required, and
the userdefined objective function can even be
nondifferentiable. Multiple starts allow the user to find multiple
minima if they exist. Neither bounds nor a close initial guess are
needed.
 IntervalMin solves problems using interval methods. It is
designed to be robust to local minima, and the problems can have
inequality constraints. No derivatives are required, and the
userdefined objective function can even be nondifferentiable. This
function is ideal for nonlinear regression, engineering design, model
estimation, financial analysis, and other applications.
 NLRegression solves nonlinear regression problems. A
sensitivity analysis of parameter values around the solution point is
provided. Confidence intervals are computed. Both L1 and L2 norms can be
used.
Constrained regression problems can also be solved.
 MaxLikelihood solves maximum likelihood estimation problems.
Summary statistics are provided. Problems can be constrained to obtain
better
solutions. A library of speedoptimized common univariate functions is
provided.
 InterchangeMethodMin is a function for 01 integer problems
with a linear or nonlinear objective function. It can solve routing,
traveling
salesman, minimal spanning tree, and other discrete network problems even
when
the objective function is nonlinear.
 TabuSearchMin is a function for 01 integer problems with
a linear or nonlinear objective function and is related to the
interchange method approach described previously. The "tabu" feature
increases efficiency on complex problems. It can solve routing,
traveling salesman, minimal spanning tree, and other discrete network
problems even when the objective function is nonlinear.
 GlobalMinima solves smaller constrained or unconstrained
global nonlinear models. This algorithm is based on the identification of
feasible points that define the solution set at each iteration. As lower
points are found during the grid refinement process, points far from the
current optimum are pruned from the solution set. As a result, multiple
minima, if they exist, can be found in a single run. The algorithm can
also
identify optimal regions rather than only single points. These optimal
regions
might represent the bounds on feasible management strategies that achieve
an
equivalent result, or they might depict confidence limits for a parameter
estimation problem.
 MaxAllocation is designed for allocation problems such as
arise in investment, where a fixed amount of money is to be allocated
across a
series of investment options. Such problems have a single equality
constraint
and a positivity restriction on all variables. The pathfollowing
algorithm
used is able to solve this type of problem with high efficiency, and can
handle problems over a thousand variables.
This function is ideal for quadratic programming, investment allocation,
and
hedgefund creation applications.

