Monthly Archives: December 2012

Hybridization of DIRECT with Local Optimization Techniques

The hybridization of DIRECT with IF or BFGS operates by first allowing DIRECT to globally explore the search space. As described in my previous post, a large number of function evaluations would be required in order for DIRECT to find

Posted in Optimization Algorithms

DIviding RECTangle = DIRECT; A Partitioning Algorithm

DIRECT, which is shorthand for Dividing Rectangles, is a derivative-free, sampling optimization algorithm. More specifically, DIRECT is a partitioning algorithm that samples points in a given domain and then refines the search domain at each iteration based on the function

Posted in Optimization Algorithms