What is it about?

The development of derivative-free optimization has been forced by the need to optimize various and often increasingly complex problems in practice. A new DIRECTGO MATLAB toolbox entitles solutions to derivative-free box-constrained, generally-constrained, and problems with hidden constraints.

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Why is it important?

Recent reviews and comparisons revealed that, on average, DIRECT-type algorithms performance is one of the best among all tested state-of-the-art derivative-free global optimization approaches. Open Source Software (DIRECTGO) enables everyone, i.e., practitioners and the scientific community, to use the most efficient DIRECT-type algorithms and contribute to their further development.

Perspectives

This paper summarises a decade of work on the DIRECT topic and opens open-source software to the broader optimization community.

Remigijus Paulavicius
Vilnius University

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This page is a summary of: DIRECTGO : A New DIRECT -Type MATLAB Toolbox for Derivative-Free Global Optimization, ACM Transactions on Mathematical Software, December 2022, ACM (Association for Computing Machinery), DOI: 10.1145/3559755.
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