MrDIRECT: a multilevel robust DIRECT algorithm for global optimization problems

DOI10.1007/S10898-014-0241-8zbMath1326.90065OpenAlexW1929342437MaRDI QIDQ2349517

Gang Yang, Qunfeng Liu, Jin-ping Zeng

Publication date: 22 June 2015

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-014-0241-8

zbMATH Keywords

global optimizationmultigrid algorithmmultilevel algorithmDIRECT algorithmmultilevel partition

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

Related Items (15)

Robust optimization of noisy blackbox problems using the mesh adaptive direct search algorithm ⋮ On \texttt{MATLAB} experience in accelerating \texttt{DIRECT-GLce} algorithm for constrained global optimization through dynamic data structures and parallelization ⋮ Branch-and-Model: a derivative-free global optimization algorithm ⋮ A rigorous deterministic global optimization approach for the derivation of secondary information in digital maps ⋮ A new partition method for DIRECT-type algorithm based on minimax design ⋮ An empirical study of various candidate selection and partitioning techniques in the \texttt{DIRECT} framework ⋮ Improving the convergence rate of the DIRECT global optimization algorithm ⋮ Global optimization based on bisection of rectangles, function values at diagonals, and a set of Lipschitz constants ⋮ An algorithm of simplicial Lipschitz optimization with the bi-criteria selection of simplices for the bi-section ⋮ The DIRECT algorithm: 25 years later ⋮ Filter-based DIRECT method for constrained global optimization ⋮ Improved scheme for selection of potentially optimal hyper-rectangles in \texttt{DIRECT} ⋮ A new \texttt{DIRECT-GLh} algorithm for global optimization with hidden constraints ⋮ MrDIRECT ⋮ Derivative-free optimization methods

Uses Software

• Matlab
• TOMLAB
• Algorithm 829
• SIGOA
• MultiMin
• Global Optimization Test
• MCS

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A modified DIRECT algorithm with bilevel partition
• Global optimization by multilevel partition
• A review of recent advances in global optimization
• Additive scaling and the \texttt{DIRECT} algorithm
• Global optimization by multilevel coordinate search
• Lipschitzian optimization without the Lipschitz constant
• A partition-based global optimization algorithm
• Globally-biased disimpl algorithm for expensive global optimization
• A DIRECT-based approach exploiting local minimizations for the solution of large-scale global optimization problems
• Linear scaling and the DIRECT algorithm
• Derivative-free optimization: a review of algorithms and comparison of software implementations
• Modified DIRECT Algorithm for Scaled Global Optimization Problems
• A Multigrid Tutorial, Second Edition
• Benchmarking Derivative-Free Optimization Algorithms
• Algorithm 829
• Benchmarking optimization software with performance profiles.
• A locally-biased form of the DIRECT algorithm.

This page was built for publication: MrDIRECT: a multilevel robust DIRECT algorithm for global optimization problems