Overlapping Branch and Bound

Release: 0.8b

Date: 20 June, 2016

Author: J. M. Fowkes

oBB is an algorithm for the parallel global optimization of functions with Lipchitz continuous gradient or Hessian.


This work was supported by EPSRC grants EP/I028854/1 (PI: Dr Coralia Cartis) and NAIS EP/G036136/1. We are also grateful to Prof Nick Gould for his help and advice during development, Mehdi Towhidi for providing us with his PyQuadProg code and Alberto Guida for his range reduction strategy enhancement.