DIRECT algorithm: A new definition of potentially optimal hyperrectangles

DOI10.1016/J.AMC.2005.11.127MaRDI QIDQ849791zbMATH OpenOpenAlexFDO

Authors Lakhdar Chiter

Publication date 31 October 2006

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

Full work available at URL https://doi.org/10.1016/j.amc.2005.11.127

zbMATH Keywords

global optimizationDIRECT algorithmpotentially optimal trianglesubdivision and sampling methodtwo-point based sampling method

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.
• Global optimization by multilevel coordinate search
• Lipschitzian optimization without the Lipschitz constant
• Optimal estimation of univariate black-box Lipschitz functions with upper and lower error bounds.
• Subdivision, sampling, and initialization strategies for simplical branch and bound in global optimization.

Cited in

(9)

• New interpretation of the DIRECT algorithm
• Asynchronous parallel hybrid optimization combining DIRECT and GSS
• Application of the \texttt{DIRECT} algorithm to searching for an optimal \(k\)-partition of the set \(\mathcal {A}\subset \mathbb {R}^n\) and its application to the multiple circle detection problem
• Simplicial Lipschitz optimization without the Lipschitz constant
• Derivative-free global ship design optimization using global/local hybridization of the DIRECT algorithm
• A rigorous deterministic global optimization approach for the derivation of secondary information in digital maps
• A new sampling method in the DIRECT algorithm
• A modification of the \texttt{DIRECT} method for Lipschitz global optimization for a symmetric function
• Advantages of simplicial partitioning for Lipschitz optimization problems with linear constraints

Describes a project that uses

Uses Software

• MCS
• DIRECT

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