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 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: WCGO_Test_results.xlsx contains experimental results presented in: https://arxiv.org/abs/2109.14912

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.

5. 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. Applied Mathematics and Computation, DOI: 10.1016/j.amc.2020.125596

6. L. Stripinis, R. Paulavičius (2021) A new DIRECT-GLh algorithm for global optimization with hidden constraints. Optimization Letters, 15, p. 1865-1884, DOI: 10.1007/s11590-021-01726-z