A modified DIRECT algorithm with bilevel partition

DOI10.1007/s10898-013-0119-1zbMath1303.90083OpenAlexW2013072143MaRDI QIDQ480826

Wanyou Cheng, Qunfeng Liu

Publication date: 11 December 2014

Published in: Journal of Global Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10898-013-0119-1

zbMATH Keywords

global optimizationbilevel methodrobust DIRECT algorithm

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26)

Related Items (16)

Exploiting derivative-free local searches in DIRECT-type algorithms for global optimization ⋮ On \texttt{MATLAB} experience in accelerating \texttt{DIRECT-GLce} algorithm for constrained global optimization through dynamic data structures and parallelization ⋮ Adaptive block coordinate DIRECT algorithm ⋮ Granular sieving algorithm for selecting best n$$ n $$ parameters ⋮ Kriging-based infill sampling criterion for constraint handling in multi-objective optimization ⋮ Objective and Violation Upper Bounds on a DIRECT-Filter Method for Global Optimization ⋮ A direct search algorithm for global optimization ⋮ Application of reduced-set Pareto-Lipschitzian optimization to truss optimization ⋮ Improving the convergence rate of the DIRECT global optimization algorithm ⋮ Global optimization based on bisection of rectangles, function values at diagonals, and a set of Lipschitz constants ⋮ MSO: a framework for bound-constrained black-box global optimization algorithms ⋮ Filter-based DIRECT method for constrained global optimization ⋮ Improved scheme for selection of potentially optimal hyper-rectangles in \texttt{DIRECT} ⋮ Global optimization of expensive black box functions using potential Lipschitz constants and response surfaces ⋮ Numerical algorithms for solving the optimal control problem of simple bioreactors ⋮ MrDIRECT: a multilevel robust DIRECT algorithm for global optimization problems

Uses Software

• DIRECT
• MultiMin
• MCS

Cites Work

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• An overview of bilevel optimization
• A Multigrid Tutorial, Second Edition
• Benchmarking Derivative-Free Optimization Algorithms
• Benchmarking optimization software with performance profiles.
• A locally-biased form of the DIRECT algorithm.

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