BBOB-benchmarking the DIRECT global optimization algorithm

The DIRECT global optimization algorithm is tested on the BBOB 2009 testbed. The algorithm is rather time and space consuming since it does not forget any point it samples during the optimization. Furthermore, all the sampled points are considered when deciding where to sample next. The results suggest that the algorithm is a viable alternative only for low-dimensional search spaces (5D at most). Categories and Subject Descriptors

• Type: Conference
• Year: 2009
• Where: GECCO
• Authors: Petr Posik
• Keywords: GECCO 2009, Global Optimization Algorithm, Optimization, Space Consuming, Subject Descriptors