A modified DIRECT algorithm with bilevel partition

• DOI: 10.1007/s10898-013-0119-1
• Publication Date: 2013-10-28T11:27:10Z
• Authors: Qunfeng Liu; Wanyou Cheng
• Keywords: Bilevel optimization

It has been pointed out by Jones D. R. that the DIRECT global optimization algorithm can quickly get close to the basin of the optimum but takes longer to achieve a high degree of accuracy. In this paper, we introduce a bilevel strategy into a modifed DIRECT algorithm to overcome this shortcoming. The proposed algorithm is proved to be convergent globally. Numerical results show that the proposed algorithm is very promising.