From: Dmitrey <no_valid@no.no>
Path: news.mathworks.com!newsfeed-00.mathworks.com!webcrossing
Newsgroups: comp.soft-sys.matlab
Subject: Re: Fmincon + Ansys, Looking for a global minimum
Message-ID: <ef473bb.0@webcrossing.raydaftYaTP>
Date: Thu, 30 Nov 2006 10:08:13 -0500
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Hi strefli3
If you are interested in local-global solvers, I would propose you to
try hPSO from OpenOpt
It was written by Alexandros Leontitsis & we make some changes - for
example, replaced inner solver from MATLAB fminsearch to Shor r-alg
with AST. However, currently it can handle non-linear constraints via
N*max(0, c(x)), where N is a big number; on the other hand, in a very
sucsessful way.
however, it's 1st-order optimizer & don't use user-supplied Hesse
matrix (but can use (sub)gradient info)
Lates Openopt version is available at
 <http://www.box.net/public/6bsuq765t4>
if you'll find the OpenOpt usefull please make a good review at
 <http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=13115&objectType=file>
OpenOpt also includes GAConstrain solver, which can handle c(x)<=0
& Ax<=b; also you must provide lb, ub. However, as all global
solvers, it can handle only small-scaled problems with nvars ~1...15

You can try non-smooth solver fminsearchOS (free, use web search) or
snopt() from TOMLAB - they propose 21 evaluation ver, but their
prices are not for everyone.
best regards, Dmitrey