A Locally-Biased form of the DIRECT Algorithm

نویسندگان

  • Joerg M. Gablonsky
  • C. T. Kelley
چکیده

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.

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عنوان ژورنال:
  • J. Global Optimization

دوره 21  شماره 

صفحات  -

تاریخ انتشار 2001