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)

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Uses Software

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

Cites Work

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• A modified DIRECT algorithm with bilevel partition
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• 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.

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