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 … Read more

DIRECT algorithm : A new definition of potentially optimal hyperrectangles

We propose a new version of potentially optimal intervals for the DIRECT algorithm. A two-points based sampling method is presented. The method starts from a distingished point (the peak point) by forming an initial triangle. The idea is to sample the midpoint of a specific interval: the basis of the resulting triangle. This specific interval … Read more

Toward a new DIRECT algorithm. A two-points based sampling method

The DIRECT algorithm was motivated by a modification to Lipschitzian optimization. The algorithm begins its search by sampling the objective function at the midpoint of an interval, where this function attains its lowest value, and then divides this interval by trisecting it. One of its weakness is that if a global minimum lies at the … Read more