Global Optimization Using the DIRECT Algorithm inMatlabMattias

@inproceedings{Holmstr1999GlobalOU,
  title={Global Optimization Using the DIRECT Algorithm inMatlabMattias},
  author={Kenneth Holmstr},
  year={1999}
}
  • Kenneth Holmstr
  • Published 1999
In this paper we will discuss the eeciency and implementation details of an algorithm for nding the global minimum of a multivariate function subject to simple bounds on the variables. The algorithm, DIRECT, developed by is a modiication of the standard Lipschitzian approach that eliminates the need to specify a Lipschitz constant. We have implemented the DIRECT algorithm in Matlab and the eeciency of our implementation is analyzed by comparing it to the result of Jones's implementation on nine… CONTINUE READING
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