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Journal of Global Optimization

, Volume 21, Issue 1, pp 27–37 | Cite as

A Locally-Biased form of the DIRECT Algorithm

  • J.M. Gablonsky
  • C.T. Kelley
Article

Abstract

In this paper we propose a form of the DIRECT algorithm that is strongly biased toward local search. This form should do well for small problems with a single global minimizer and only a few local minimizers. We motivate our formulation with some results on how the original formulation of the DIRECT algorithm clusters its search near a global minimizer. We report on the performance of our algorithm on a suite of test problems and observe that the algorithm performs particularly well when termination is based on a budget of function evaluations.

DIRECT Locally-biased formulation Local clustering 

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Copyright information

© Kluwer Academic Publishers 2001

Authors and Affiliations

  • J.M. Gablonsky
    • 1
  • C.T. Kelley
    • 1
  1. 1.Center for Research in Scientific Computation and Department of MathematicsNorth Carolina State UniversityRaleigh

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