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Additive Scaling and the DIRECT Algorithm

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Abstract

In this paper we show that the convergence behavior of the DIviding RECTangles (DIRECT) algorithm is sensitive to additive scaling of the objective function. We illustrate this problem with a computation and show how the algorithm can be modified to eliminate this sensitivity.

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Authors and Affiliations

  1. Advanced Concepts and Technologies, MIT Lincoln Laboratory, 244 Wood St, Lexington, MA, 02420-9108, USA

    D. E. Finkel

  2. Center for Research in Scientific Computation and Department of Mathematics, North Carolina State University, Box 8205, Raleigh, NC, 27695-8205, USA

    C. T. Kelley

Authors
  1. D. E. Finkel
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  2. C. T. Kelley
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Correspondence to C. T. Kelley.

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Finkel, D.E., Kelley, C.T. Additive Scaling and the DIRECT Algorithm. J Glob Optim 36, 597–608 (2006). https://doi.org/10.1007/s10898-006-9029-9

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  • DOI: https://doi.org/10.1007/s10898-006-9029-9

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