Additive Scaling and the DIRECT Algorithm

  title={Additive Scaling and the DIRECT Algorithm},
  author={Daniel E. Finkel and C. T. Kelley},
  journal={J. Global Optimization},
In this paper we show that the convergence behavior of the DIviding RECTangles (DIRECT) algorithm is sensitive to additive scaling of the objective function. We illustrate this problem with a computation and show how the algorithm can be modified to eliminate this sensitivity. 


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