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On a Reformulation of Mathematical Programs with Cardinality Constraints Read chapter Read first chapter

2015 | OriginalPaper | Chapter

Modified DIRECT Algorithm for Scaled Global Optimization Problems

Authors : Qunfeng Liu, Jianxiong Zhang, Fen Chen

Published in: Advances in Global Optimization

Publisher: Springer International Publishing

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Abstract

DIRECT is a popular deterministic algorithm for global optimization problems. It can find the basins of attraction for global or local optima efficiently, especially when dimension is small. Recently, we have proposed a class of modified DIRECT algorithms to eliminate the sensitivities of the original DIRECT to linear scaling of the objective function. In this paper, we devote to find a specific algorithm with best performance among this class. We compare the performance of the modified DIRECT algorithms on the GKLS test set. Numerical results show that DIRECT-median performs outstanding among this class. What is more, numerical results also show that DIRECT-median can find solutions with high accuracy much more efficiently than the original DIRECT.

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previous chapter A Semismooth Newton Multigrid Method for Constrained Elliptic Optimal Control Problems
next chapter A Fast Tabu Search Algorithm for the Reliable P-Median Problem
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Metadata
Title
Modified DIRECT Algorithm for Scaled Global Optimization Problems
Authors
Qunfeng Liu
Jianxiong Zhang
Fen Chen
Copyright Year
2015
Book
Advances in Global Optimization

Print ISBN: 978-3-319-08376-6

Electronic ISBN: 978-3-319-08377-3

Copyright Year: 2015

DOI
https://doi.org/10.1007/978-3-319-08377-3_40

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