Another Face of DIRECT

It is shown that, contrary to a claim of [D. E. Finkel, and C. T. Kelley, Additive scaling and the DIRECT algorithm, J. Glob. Optim. 36 (2006) 597-608], it is possible to divide the smallest hypercube which contains the low function value by considering hyperrectangles whose points are located on the diagonal of the center point of this hypercube using a division procedure which influences the slope to be below the threshold fmin - epsilon |fmin| and thus reduces the influence of the parameter epsilon.


Mathematics Department, Setif University, 19000 Algeria



View Another Face of DIRECT