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The deterministic global optimization algorithm DIRECT

Published in Spring Simulation Multiconference • Apr 14, 2008
NobleIDNI0P57W26R57S69
Authors:
Layne T. Watson

Abstract

The deterministic direct search algorithm DIRECT of D. Jones has proven surprisingly practical for engineering design, especially when coupled with a local pattern search algorithm such as MADS by Audet and Dennis. Massively parallel implementations of these algorithms, necessary for realistic engin...

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