<tt>DIRECTGO</tt> : A New <tt>DIRECT</tt> -Type <tt>MATLAB</tt> Toolbox for Derivative-Free Global Optimization

A Derivative-Free Filter Driven Multistart Technique for Global Optimization

A stochastic global optimization method based on a multistart strategy and a derivative-free filter local search for general constrained optimization is presented and analyzed. In the local search procedure, approximate descent directions for the constraint violation or the objective function are used to progress towards the optimal solution. The algorithm is able to locate all the local minima...

Pswarm: a Solver for Linearly Constrained Global Derivative-free Optimization

PSwarm was developed originally for the global optimization of functions without derivatives and where the variables are within upper and lower bounds. The underlying algorithm used is a pattern search method, more specifically a coordinate search method, which guarantees convergence to stationary points from arbitrary starting points. In the (optional) search step of coordinate search, the alg...

Derivative-free Efficient Global Optimization on High-dimensional Simplex

In this paper, we develop a novel derivative-free deterministic greedy algorithm for global optimization of any objective function of parameters belonging to a unit-simplex. Main principle of the proposed algorithm is making jumps of varying step-sizes within the simplex parameter space and searching for the best direction to move in a greedy manner. Unlike most of the other existing methods of...

Derivative Free Optimization

Derivative-Free Optimization

In many engineering applications it is common to find optimization problems where the cost function and/or constraints require complex simulations. Though it is often, but not always, theoretically possible in these cases to extract derivative information efficiently, the associated implementation procedures are typically non-trivial and time-consuming (e.g., adjoint-based methodologies). Deriv...