Direct optimization algorithm user guide

D. Finkel · NCSU Libraries Repository (North Carolina State University Libraries) · 2003

The purpose of this brief user guide is to introduce the reader to the DIRECT optimiza-tion algorithm, describe the type of problems it solves, how to use the accompanying MATLAB program, direct.m, and provide a synopis of how it searches for the global minium. An example of DIRECT being used on a test problem is provided, and the motiviation for the algorithm is also discussed. The Appendix provides formulas and data for the 7 test functions that were used in [3]. 1

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