Derivatives are not required, and the function need not even be differentiable. Robust solutions are provided with the goal of saving time for the user by finding all optimal solutions in a single run. It is designed to be robust to local minima and to solve problems with hundreds of variables. No derivatives are required, and the function can even be nondifferentiable. Multiple starts allow the user to find multiple minima if they exist.
Variables can be any mix of continuous, integer, and discrete.
The integer feature allows knapsack and similar problems to be solved. Ideal for nonlinear regression, engineering design, model estimation, financial analysis, maximum likelihood estimation, and other applications. The function InterchangeMethod is a function for 0-1 integer problems with a linear or nonlinear objective function. It can solve routing, traveling salesman, minimal spanning tree, and other discrete network type problems, even when the objective function is nonlinear. The function GlobalMinima solves smaller constrained or unconstrained global nonlinear models.