DIRECT algorithm : A new definition of potentially optimal hyperrectangles

lakhdar chiter (chiterlyahoo.fr)

Abstract: We propose a new version of potentially optimal intervals for the DIRECT algorithm. A two-points based sampling method is presented. The method starts from a distingished point (the peak point) by forming an initial triangle. The idea is to sample the midpoint of a specific interval: the basis of the resulting triangle. This specific interval is obtained by translating the initial interval towards the lowest function value : min{f(ci),f(ci+1)} and then overcoming the disadvantage if the global minimum lies at the boundaries. Two-dimensional version of our subdivision and sampling method is also discussed.

Keywords: Keywords: Global optimization; DIRECT algorithm; Two-points based sampling method; Potentially optimal triangle

Category 1: Global Optimization

Citation: Laboratoire de Mathématiques Fondamentales et Numérique, Departement de Mathématiques, Université de Sétif, 19000, Algérie

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Entry Submitted: 08/26/2005
Entry Accepted: 08/26/2005
Entry Last Modified: 08/26/2005

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