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Daniela di Serafino (daniela.diserafinounina2.it) Abstract: We present a modification of the DIRECT algorithm, called DIRECTG, to solve a boxconstrained global optimization problem arising in the detection of gravitational waves emitted by coalescing binary systems of compact objects. This is a hard problem since the objective function is highly nonlinear and expensive to evaluate, has a huge number of local extrema and unavailable derivatives. DIRECT performs a sampling of the feasible domain over a set of points that becomes dense in the limit, thus ensuring the everywhere dense convergence; however, it results ineffective on significant istances of the problem under consideration, because it tends to produce a uniform coverage of the feasible domain, by oversampling regions that are far from the optimal solution. DIRECT has been modified by embodying information provided by a suitable discretization of the feasible domain, based on the signal theory, which takes into account the variability of the objective function. Numerical experiments show that DIRECTG largely outperforms DIRECT and the grid search, the latter being the reference algorithm in the astrophysics community. Furthermore, DIRECTG is comparable with a genetic algorithm specifically developed for the problem. However, DIRECTG inherits the convergence properties of DIRECT, whereas the genetic algorithm has no guarantee of convergence. Keywords: global optimization, DIRECT algorithm, detection of gravitational waves. Category 1: Global Optimization (Applications ) Category 2: Applications  Science and Engineering (Other ) Citation: Preprint n. 9/2010, Department of Mathematics, Second University of Naples, Caserta, Italy, October 2010. Download: [PDF] Entry Submitted: 11/02/2010 Modify/Update this entry  
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