DIRECT algorithm: A new definition of potentially optimal hyperrectangles

DOI10.1016/j.amc.2005.11.127zbMath1102.65067OpenAlexW2012853842MaRDI QIDQ849791

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)

Related Items (6)

Derivative-free global ship design optimization using global/local hybridization of the DIRECT algorithm ⋮ Asynchronous parallel hybrid optimization combining DIRECT and GSS ⋮ A modification of the \texttt{DIRECT} method for Lipschitz global optimization for a symmetric function ⋮ A rigorous deterministic global optimization approach for the derivation of secondary information in digital maps ⋮ Simplicial Lipschitz optimization without the Lipschitz constant ⋮ Advantages of simplicial partitioning for Lipschitz optimization problems with linear constraints

Uses Software

• DIRECT
• MCS

Cites Work

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

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