Derivative-free global optimization using space filling curves

Many real-world problems involve multivariate global optimization which can be difficult to solve. In this report, a new approach to the Dividing Rectangles or DIRECT algorithm for solving multi-dimensional global optimization problems with bounds and a real-valued objective function, is discussed....

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Bibliographic Details
Main Author: Dutta Aditi
Other Authors: Sundaram Suresh
Format: Final Year Project
Language:English
Published: 2018
Subjects:
Online Access:http://hdl.handle.net/10356/73846
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Institution: Nanyang Technological University
Language: English