Multi-trajectory search algorithm in pure Julia

Description

Multiple trajectory search (MTS) is a derivative-free heuristic optimization method presented by Lin-Yu Tseng and Chun Chen, 2008. The MTS algorithm is implemented in the NonconvexSearch.jl package. This module implements all the optimization methods in the paper.

Quick start

Using default MTSOptions(). MTS is used for optimization.

using Nonconvex
Nonconvex.@load MTS

alg = MTSAlg()
LS1_options = MTSOptions()
m = Model(f)
lb = [0, 0]
ub = [5, 5]
addvar!(m, lb, ub)
result = optimize(model, alg, x0, options = options)