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DIRECTLib - a library of global optimization problems for DIRECT-type methods

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Zenodo2022-01-08 更新2026-05-25 收录
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<strong>DIRECTLib - a library of a box and generally-constrained global optimization problems for DIRECT-type methods</strong> In this library, we present an extended collection of a box and generally constrained global optimization test problems (in MATLAB format) typically used in benchmarking various DIRECT-type [1] methods in the relevant literature (see, e.g., [2-6] and references given therein). File: <strong>WCGO_Test_results.xlsx </strong>contains<strong> </strong>experimental results presented in: https://arxiv.org/abs/2109.14912 <strong>References</strong> Jones, D. R., Perttunen, C. D. and Stuckman, B. E. (1993) ‘Lipschitzian optimization without the Lipschitz constant’, <em>Journal of Optimization Theory and Applications</em>, 79(1), pp. 157–181. <strong>doi</strong><strong>: 10.1007/BF00941892</strong>. R. Paulavičius, J. Žilinskas. (2014) Simplicial Global Optimization, SpringerBriefs in Optimization, Springer New York, New York, NY. <strong>doi:10.1007/978-1-4614-9093-7</strong> L. Stripinis, R. Paulavičius, J. Žilinskas. (2018) Improved scheme for selection of potentially optimal hyper-rectangles in DIRECT, Optimization Letters 12 (7) 1699–1712. <strong>doi:10.1007/s11590-017-1228-4</strong> L. Stripinis, R. Paulavičius, J. Žilinskas. (2019) Penalty functions and two-step selection procedure based DIRECT-type algorithm for constrained global optimization, Structural and Multidisciplinary Optimization 59 (6) 2155–2175. <strong>doi:10.1007/s00158-018-2181-2</strong>. L. Stripinis, J. Žilinskas, L. G. Casado, R. Paulavičius (2021) On MATLAB experience in accelerating DIRECT-GLce algorithm for constrained global optimization through dynamic data structures and parallelization. <em>Applied Mathematics and Computation</em>, DOI: 10.1016/j.amc.2020.125596 L. Stripinis, R. Paulavičius (2021) A new DIRECT-GLh algorithm for global optimization with hidden constraints. <em>Optimization Letters</em>, 15, p. 1865-1884, DOI: 10.1007/s11590-021-01726-z

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2022-01-08
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