The deterministic global optimization algorithm DIRECT
Layne T. Watson · Spring Simulation Multiconference · 2008
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 engineering and scientific problems, are highly nontrival. This tutorial will cover the serial DIRECT and MADS algorithms, their parallel implementations, place them in the context of global optimization, and describe recent applications in multidisciplinary design optimization and systems biology.