Additive Scaling and the DIRECT Algorithm

Authors:
D. E. Finkel;C. T. Kelley
Affiliations:
Advanced Concepts and Technologies, MIT Lincoln Laboratory, Lexington, USA 02420-9108;Center for Research in Scientific Computation and Department of Mathematics, North Carolina State University, Raleigh, USA 27695-8205
Venue:
Journal of Global Optimization
Year:
2006

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Abstract

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.