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

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 (in MATLAB format) typically used to test various DIRECT-type [1] methods in the relevant literature (see, e.g., [2-4] and references given therein).

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.

2. R. Paulavičius, J. Žilinskas. (2014) Simplicial Global Optimization, SpringerBriefs in Optimization, Springer New York, New York, NY. doi:10.1007/978-1-4614-9093-7

3. L. Stripinis, R. Paulavičius, J. Žilinskas. (2018) Improved scheme for selection of potentially optimal hyper-rectangles in DIRECT, Optimization Letters 12 (7) 1699–1712. doi:10.1007/s11590-017-1228-4

4. 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. doi:10.1007/s00158-018-2181-2.