A development environment for robust and global optimization
Switch branches/tags
Nothing to show
Clone or download
Permalink
Type Name Latest commit message Commit time
Failed to load latest commit information.
docs Add files via upload Jun 25, 2018
example Fix for script-based solver. Jul 26, 2018
src Begin Migrating MOI Update to EAGO Dec 13, 2018
test Begin Migrating MOI Update to EAGO Dec 13, 2018
.codecov.yml Fix CodeCov 0% Apr 21, 2018
.gitignore Update .gitignore Jun 11, 2018
.travis.yml Update for Docs Deployment Jun 10, 2018
LICENSE.md Update LICENSE.md Jun 21, 2018
README.md Update README.md Jun 25, 2018
REQUIRE Update REQUIRE Dec 13, 2018
_config.yml Set theme jekyll-theme-cayman Apr 12, 2018
appveyor.yml Fix CodeCov 0% Apr 21, 2018

README.md

EAGO: Easy-Advanced Global Optimization

EAGO is an open-source development environment for robust and global optimization in Julia.

Documentation PackageEvaluator Linux/OS Windows 32/64
Coming Soon Build Status Build status
Coverage Chat
Coverage Status codecov Join the chat at https://gitter.im/EAGODevelopment

Global Optimization

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.

Package Capabilities

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.

News

  • 4/12/2018: Initial release of combined EAGO packages.
  • 6/20/2018: EAGO v0.1.2 has been tagged. Significant speed and functionality updates.

Related Packages

  • ValidatedNumerics.jl, a Julia library for validated interval calculations, including basic interval extensions, constraint programming, and interval contactors
  • MC++: A mature McCormick relaxation package in C++ that also includes McCormick-Taylor, Chebyshev Polyhedral and Ellipsoidal arithmetics.