Year: 2022
Type: article
Abstract: In this work, we introduce DIRECTGO , a new MATLAB toolbox for derivative-free global optimization. DIRECTGO collects various deterministic derivative-free DIRECT -type algorithms for box-constrained, generally constrained, and problems with hidden constraints. Each sequential algorithm is implemented in two ways: using static and dynamic data structures for more efficient information storage and organization. Furthermore, parallel schemes are applied to some promising algorithms within DIRECTGO . The toolbox is equipped with a graphical user interface (GUI), ensuring the user-friendly use of all functionalities available in DIRECTGO . Available features are demonstrated in detailed computational studies using a comprehensive DIRECTGOLib v1.0 library of global optimization test problems. Additionally, 11 classical engineering design problems illustrate the potential of DIRECTGO to solve challenging real-world problems. Finally, the appendix gives examples of accompanying MATLAB programs and provides a synopsis of its use on the test problems with box and general constraints.
DOI: 10.1145/3559755
Authors: Linas Stripinis, Remigijus Paulavičius
Institution: Vilnius University
Language: English
Subfield: Numerical Analysis
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4293182205