An implementation of the DiRect algorithm for bound constrained global optimization problems. Available in: C; Julia
Copyright (C) 2011 - G.Liuzzi, S.Lucidi, V.Piccialli
GNU GPL license
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
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Relevant Publications
D.R. Jones, C.D. Perttunen, B.E. Stuckman. Lipschitzian optimization without the Lipschitz constant. Journal of Optimization Theory and Applications, 79(1): 157-181 (1993) DOI: 10.1007/BF00941892G. Liuzzi, S. Lucidi, V. Piccialli. A partition-based global optimization algorithm. Journal of Global Optimization, 48(1): 113-128 (2010) DOI: 10.1007/s10898-009-9515-y
