MSNLP

MSNLP (Multi-Start NLP) is a stochastic search algorithm from Optimal Methods, Inc for global optimization problems.  Like OQNLP, MSNLP uses a point generator to create candidate starting points for a local NLP solver.  Algorithm performance depends strongly on the starting point generator.  MSNLP implements a generator creating uniformly distributed points and the Smart Random Generator.  This generator uses an initial coarse search to define a promising region within which random starting points are concentrated.  Two variants of Smart Random are currently implemented, one using univariate normal distributions, the other using triangular distributions.  MSNLP also comes the NLP solver LSGRG and is available as part of the Global Packages.  Documentation in found in the MSNLP Manual (pdf).