论文信息 - Direct optimization algorithm user guide

Direct optimization algorithm user guide

The purpose of this brief user guide is to introduce the reader to the DIRECT optimization algorithm, describe the type of problems it solves, how to use the accompanying MATLAB program, direct.m, and provide a synopis of how it searches for the global minium. An example of DIRECT being used on a test problem is provided, and the motiviation for the algorithm is also discussed. The Appendix provides formulas and data for the 7 test functions that were used in [3].

D. Finkel | D. Finkel

[1] J. M. Gablonsky. Direct version 2.0 user guide , 2001 .

[2] Carl Tim Kelley,et al. Iterative methods for optimization , 1999, Frontiers in applied mathematics.

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[4] Alan J. Mayne,et al. Towards Global Optimisation 2 , 1976 .

[5] C. T. Kelley,et al. A Locally-Biased form of the DIRECT Algorithm , 2001, J. Glob. Optim..

[6] Owen J. Eslinger,et al. Algorithms for Noisy Problems in Gas Transmission Pipeline Optimization , 2001 .

[7] C. D. Perttunen,et al. Lipschitzian optimization without the Lipschitz constant , 1993 .

[8] C. T. Kelley,et al. Modifications of the direct algorithm , 2001 .

[9] B. Shubert. A Sequential Method Seeking the Global Maximum of a Function , 1972 .