EAGO: Easy-Advanced Global Optimization
EAGO is an open-source development environment for robust and global optimization in Julia.
As a global optimization platform, EAGO's solvers can be used to find solutions of general nonconvex problems with a guaranteed certificate of optimality. However, global solvers suffer from the curse of dimensionality and therefore their performance is outstripped by convex solvers. For users interested in large-scale applications, be warned that problems generally larger than a few variables may prove challenging for certain types of global optimization problems.
The EAGO package has numerous features: a solver accessible from JuMP/MathProgBase, domain reduction routines, McCormick relaxations, and specialized non-convex semi-infinite program solvers. A full description of all EAGO features is available in the documentation website.
- 4/12/2018: Initial release of combined EAGO packages.
- 6/20/2018: EAGO v0.1.2 has been tagged. Significant speed and functionality updates.