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.
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Gablonsky, J., Kelley, C. A Locally-Biased form of the DIRECT Algorithm. Journal of Global Optimization 21, 27–37 (2001). https://doi.org/10.1023/A:1017930332101
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DOI: https://doi.org/10.1023/A:1017930332101