Global Optimization 7.0 for Mathematica is a collection of functions for constrained and unconstrained global nonlinear optimization. The tools in this package are able to solve some of the most challenging optimization problems. It has been tested against the built-in Mathematica functions and against 3rd party packages, as well as against Matlab toolboxes, and solves many problems these other products fail to solve, including 10,000 variable problems. Any function computable by Mathematica can be used as input, including degree of fit of a model against data, black-box functions, and simulation models. The package utilizes the parallel computing capabilities of Mathematica 7.0 to greatly reduce run times. It can solve problems where the initial search region is Complex. Very wavy functions with many local minima are solvable. In use since early 1998, the package is well tested by a worldwide community of users.

Ten functions are provided in the package.

· The function GlobalSearch is a hill-climbing 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 user 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. Bounds are not required, nor is a close initial guess needed.

· The function GlobalPenaltyFn is a hill-climbing algorithm for nonlinear functions with complex equality and inequality constraints.

· The function NLRegression solves nonlinear regression problems. A sensitivity analysis of parameter values and confidence intervals are computed. Both L1 and L2 norms can be used. Constrained regression problems can also be solved.

· The function MaxLikelihood solves maximum likelihood estimation problems. Summary statistics are provided. Problems can be constrained to obtain better solutions. A library of common univariate functions that are optimized for speed is provided.

· The function GlobalMinima solves smaller constrained or unconstrained global nonlinear models using a grid refinement algorithm.

· Functions are provided for solving 0-1 integer problems.

Developed and supported by Loehle Enterprises. Registered users receive free updates.  The package is $395.

You can reach us at 630-476-1258 and by fax at 630-579-1195. We are looking forward to hearing from you. You can also contact us at our e-mail address: info@loehleenterprises.com.