A new sampling method in the DIRECT algorithm

DOI10.1016/J.AMC.2005.07.051MaRDI QIDQ2369158zbMATH OpenOpenAlexFDO

Authors Lakhdar Chiter

Publication date 28 April 2006

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2005.07.051

zbMATH Keywords

ConvergenceDIRECT algorithmGlobal optimizationSampling methodWeakly optimal interval

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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Cites work

• A locally-biased form of the DIRECT algorithm.
• A Sequential Method Seeking the Global Maximum of a Function
• Algorithms for noisy problems in gas transmission pipeline optimization
• Global optimization using the DIRECT algorithm in Matlab
• scientific article; zbMATH DE number 3395303 (Why is no real title available?)
• Lipschitzian optimization without the Lipschitz constant
• On Timonov's algorithm for global optimization of univariate Lipschitz functions

Cited in

(7)

• On the properties of reachability, observability, controllability, and constructibility of discrete-time positive time-invariant linear systems with aperiodic choice of the sampling instants
• New sampling techniques for calculation of Dirichlet probabilities
• Two effective post-filtering strategies for improving direct sampling methods
• New interpretation of the DIRECT algorithm
• scientific article; zbMATH DE number 5375044 (Why is no real title available?)
• A modification of the \texttt{DIRECT} method for Lipschitz global optimization for a symmetric function
• DIRECT algorithm: A new definition of potentially optimal hyperrectangles

Describes a project that uses

Uses Software

• DIRECT

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