A C++ Programme for Global Optimization

A stochastic Branch-and-Bound Method for global optimization over a compact right parallelepiped, parallel to the coordinate axes, has been developed, described and tested in ([1],[2]). This report describes the C++ implementation of the method. Section 2 is a short description of the new method, Section 3 provides some implementation details, and Section 4 is a user’s guide to the programme. The source code of the implementation is available on request to the authors.