BBOB-benchmarking the DIRECT global optimization algorithm

Authors:
Petr Pošík
Affiliations:
Czech Technical University in Prague, Faculty of Electrical Engineering, Prague, Czech Rep
Venue:
Proceedings of the 11th Annual Conference Companion on Genetic and Evolutionary Computation Conference: Late Breaking Papers
Year:
2009

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Abstract

The DIRECT global optimization algorithm is tested on the BBOB 2009 testbed. The algorithm is rather time and space consuming since it does not forget any point it samples during the optimization. Furthermore, all the sampled points are considered when deciding where to sample next. The results suggest that the algorithm is a viable alternative only for low-dimensional search spaces (5D at most).