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
Read the Original
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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