Globally-biased Disimpl algorithm for expensive global optimization

R Paulavičius, YD Sergeyev, DE Kvasov… - Journal of Global …, 2014 - Springer
Direct-type global optimization algorithms often spend an excessive number of function
evaluations on problems with many local optima exploring suboptimal local minima, thereby …

Experimental study of excessive local refinement reduction techniques for global optimization direct-type algorithms

L Stripinis, R Paulavičius - Mathematics, 2022 - mdpi.com
This article considers a box-constrained global optimization problem for Lipschitz
continuous functions with an unknown Lipschitz constant. The well-known derivative-free …

DIRECTGO: A New DIRECT-Type MATLAB Toolbox for Derivative-Free Global Optimization

L Stripinis, R Paulavičius - ACM Transactions on Mathematical Software, 2022 - dl.acm.org
In this work, we introduce DIRECTGO, a new MATLAB toolbox for derivative-free global
optimization. DIRECTGO collects various deterministic derivative-free DIRECT-type …

Kriging-based infill sampling criterion for constraint handling in multi-objective optimization

J Martínez-Frutos, D Herrero-Pérez - Journal of Global Optimization, 2016 - Springer
This paper proposes a novel infill sampling criterion for constraint handling in multi-objective
optimization of computationally expensive black-box functions. To reduce the computational …

Improved scheme for selection of potentially optimal hyper-rectangles in DIRECT

L Stripinis, R Paulavičius, J Žilinskas - Optimization Letters, 2018 - Springer
We consider a box-constrained global optimization problem with a Lipschitz-continuous
objective function and an unknown Lipschitz constant. The well known derivative-free global …

Global optimization based on bisection of rectangles, function values at diagonals, and a set of Lipschitz constants

R Paulavičius, L Chiter, J Žilinskas - Journal of Global Optimization, 2018 - Springer
We consider a global optimization problem for Lipschitz-continuous functions with an
unknown Lipschitz constant. Our approach is based on the well-known DIRECT (DIviding …

MrDIRECT: a multilevel robust DIRECT algorithm for global optimization problems

Q Liu, J Zeng, G Yang - Journal of Global Optimization, 2015 - Springer
Although DIRECT global optimization algorithm quickly gets close to the basin of the
optimum, it often takes much longer to refine the solution to a high degree of accuracy. This …

Exploiting derivative-free local searches in DIRECT-type algorithms for global optimization

G Liuzzi, S Lucidi, V Piccialli - Computational Optimization and …, 2016 - Springer
In this paper we consider bound constrained global optimization problems where first-order
derivatives of the objective function can be neither computed nor approximated explicitly …

Penalty functions and two-step selection procedure based DIRECT-type algorithm for constrained global optimization

L Stripinis, R Paulavičius, J Žilinskas - Structural and Multidisciplinary …, 2019 - Springer
Applied optimization problems often include constraints. Although the well-known derivative-
free global-search DIRECT algorithm performs well solving box-constrained global …

Constrained global optimization via a DIRECT-type constraint-handling technique and an adaptive metamodeling strategy

H Liu, S Xu, X Chen, X Wang, Q Ma - Structural and Multidisciplinary …, 2017 - Springer
Recent metamodel-based global optimization algorithms are very promising for box-
constrained expensive optimization problems. However, few of them can tackle constrained …