A Locally-Biased form of the DIRECT Algorithm
نویسندگان
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