Dynamic Data Structures for a Direct Search Algorithm

@article{He2002DynamicDS,
  title={Dynamic Data Structures for a Direct Search Algorithm},
  author={Jian He and Layne T. Watson and Naren Ramakrishnan and Clifford A. Shaffer and Alex Verstak and Jing Jiang and Kyung Kyoon Bae and William H. Tranter},
  journal={Comp. Opt. and Appl.},
  year={2002},
  volume={23},
  pages={5-25}
}
The DIRECT (DIviding RECTangles) algorithm of Jones, Perttunen, and Stuckman (Journal of Optimization Theory and Applications, vol. 79, no. 1, pp. 157–181, 1993), a variant of Lipschitzian methods for bound constrained global optimization, has proved effective even in higher dimensions. However, the performance of a DIRECT implementation in real applications depends on the characteristics of the objective function, the problem dimension, and the desired solution accuracy. Implementations with… CONTINUE READING