A Locally-Biased form of the DIRECT Algorithm

Authors:
J. M. Gablonsky;C. T. Kelley
Affiliations:
North Carolina State University, Center for Research in Scientific Computation and Department of Mathematics, Box 8205, Raleigh, N.C. 27695-8205 (e-mail: Tim_Kelley@ncsu.edu);North Carolina State University, Center for Research in Scientific Computation and Department of Mathematics, Box 8205, Raleigh, N.C. 27695-8205 (e-mail: Tim_Kelley@ncsu.edu)
Venue:
Journal of Global Optimization
Year:
2001

Citing 4
Cited 11

Lipschitzian optimization without the Lipschitz constant

Journal of Optimization Theory and Applications
`` Direct Search'' Solution of Numerical and Statistical Problems

Journal of the ACM (JACM)
On the Convergence of Pattern Search Algorithms

SIAM Journal on Optimization
Global Optimization by Multilevel Coordinate Search

Journal of Global Optimization

Global Optimization of Stochastic Black-Box Systems via Sequential Kriging Meta-Models

Journal of Global Optimization
An evolutionary algorithm-based approach to robust analog circuit design using constrained multi-objective optimization

Knowledge-Based Systems
A note on the non-negativity of continuous-time ARMA and GARCH processes

Statistics and Computing
Performance Modeling and Analysis of a Massively Parallel Direct - Part 1

International Journal of High Performance Computing Applications
Lipschitz and Hölder global optimization using space-filling curves

Applied Numerical Mathematics
A partition-based global optimization algorithm

Journal of Global Optimization
Parallel scalable algorithms with mixed local-global strategy for global optimization problems

MTPP'10 Proceedings of the Second Russia-Taiwan conference on Methods and tools of parallel programming multicomputers
Lipschitz gradients for global optimization in a one-point-based partitioning scheme

Journal of Computational and Applied Mathematics
Lipschitz global optimization methods in control problems

Automation and Remote Control
A modification of the DIRECT method for Lipschitz global optimization for a symmetric function

Journal of Global Optimization
Simplicial Lipschitz optimization without the Lipschitz constant

Journal of Global Optimization

Quantified Score

Hi-index	0.00

Visualization

Abstract

In this paper we propose a form of the DIRECT algorithm that is strongly biased toward local search. This form should do well for small problems with a single global minimizer and only a few local minimizers. We motivate our formulation with some results on how the original formulation of the DIRECT algorithm clusters its search near a global minimizer. We report on the performance of our algorithm on a suite of test problems and observe that the algorithm performs particularly well when termination is based on a budget of function evaluations.