Parallel DIRECT-GLce implementations

Parallel DIRECT-type algorithms for box and generally constrained global optimization problems

The code in this repository is based on the works in [1][2][3][4] and is written in MATLAB.

Getting started

• Download the entire folder containing all MATLAB files and add the entire folder and subfolders to the MATLAB path.
• Next run parallel_dDirect_GL/parallel_dDirect_Agressive, which should run the pre-defined problem as defined in [2].
• Next run parallel_dDirect_GLce/parallel_dDirect_Ace, which should run the pre-defined problem as defined in [3].

References

[1] C. A. Baker, L. T. Watson, B. Grossman, W. H. Mason, R. T. Haftka, Parallel global aircraft configuration design space exploration, in: A. Tentner (Ed.), High Performance Computing Symposium 2000, Soc. for Computer Simulation Internat, 2000, pp. 54–66.

[2] L. Stripinis, R. Paulavičius, J. Žilinskas, Improved scheme for selection of potentially optimal hyper-rectangles in DIRECT, Optimization Letters 12 (7) (2018) 1699–1712. doi:10.1007/ s11590-017-1228-4.

[3] L. Stripinis, R. Paulavičius, and J. Žilinskas, Penalty functions and two-step selection procedure based DIRECT-type algorithm for constrained global optimization, Struct. Multidiscip. Optim., vol. 59, no. 6, pp. 2155–2175, 2019.

[4] L. Stripinis, J. Žilinskas, L. G. Casado, and R. Paulavičius, On MATLAB experience in accelerating DIRECT-GLce algorithm for constrained global optimization through dynamic data structures and parallelization, pp. 1–25. Submitted.

Citing this implementation

Please use the following bibtex entry, if you consider to cite this implementation:

@misc{Stripinis2020pdirectglce,
  title={Parallel DIRECT-type algorithms for generally constrained global optimization problems in MATLAB},
  author={Stripinis, Linas},
  year={2020},
  publisher = {GitHub},
  journal = {GitHub repository},
  howpublished={\url{https://github.com/blockchain-group/pDIRECT-GLce}},
}