Research and Codes
DIRECT - A Global Optimization
Algorithm. NEW: Two constraint handling mechanisms now included
Direct.m - MATLAB source code for
Update: Code can now handle constraints. Please see the user-guide
addendum below, or the help files for instructions.
Note: "options" structure has changed. Type "help Direct" after
downloading, or see the sample program.
- User Guide
- Samples and Test Fuctions
- Only Bound Constraints
- Direct_Sample1.m -
sample call to DIRECT for a bound constrained
- GP.m - Objective function used
- Additional Constraints (using L1 penalty function mechanism)
- Additional Constraints (using hidden constraint strategy)
- Direct_Sample3.m, a sample
call to DIRECT that uses the hidden constraint mechanism.
- gp_con.m - Objective function used.
- Dixon_Test_Problems.tar.gz, a tarball of the 9
nolinear test functions taken from the text "Towards Global Optimisation 2" edited by
L.C.W Dixon and G.P. Szego.
Last modified January 21,2004
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