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Published April 16, 2018 | Version v1
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DIRECTLib - a library of global optimization problems for DIRECT-type methods

  • 1. Vilnius University

Description

DIRECTLib - a library of a box and generally constrained global optimization problems for DIRECT-type methods

In this library, we present the collection of a box and generally constrained global optimization test problems typically used to test various DIRECT-type [1] methods in the relevant literature.

References

  1. Jones, D. R., Perttunen, C. D. and Stuckman, B. E. (1993) ‘Lipschitzian optimization without the Lipschitz constant’, Journal of Optimization Theory and Applications, 79(1), pp. 157–181. doi: 10.1007/BF00941892.

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References

  • Stripinis, L., Paulavičius, R. and Žilinskas, J. (2017). Improved scheme for selection of potentially optimal hyper-rectangles in DIRECT, Optimization Letters. DOI: 10.1007/s11590-017-1228-4.