A modified DIRECT algorithm with bilevel partition

Qunfeng Liu () and Wanyou Cheng ()

Journal of Global Optimization, 2014, vol. 60, issue 3, 483-499

Abstract: It has been pointed out by Jones D. R. that the DIRECT global optimization algorithm can quickly get close to the basin of the optimum but takes longer to achieve a high degree of accuracy. In this paper, we introduce a bilevel strategy into a modifed DIRECT algorithm to overcome this shortcoming. The proposed algorithm is proved to be convergent globally. Numerical results show that the proposed algorithm is very promising. Copyright Springer Science+Business Media New York 2014

Keywords: Global optimization; Robust DIRECT algorithm; Bilevel method (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (12)

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DOI: 10.1007/s10898-013-0119-1

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