README updates

darcs-hash:20081111060807-c8de0-3cdb0e19803b41726c3d00d346d2971f32aa7679.gz

diff --git a/cdirect/Makefile.am b/cdirect/Makefile.am
index 233c8badb6f73894438b18b8a26efb2c38e36d3e..b5695e72e7d87f585b405d2ba8bbc796609f29b9 100644 (file)
--- a/cdirect/Makefile.am
+++ b/cdirect/Makefile.am
@@ -3,4 +3,4 @@ AM_CPPFLAGS = -I$(top_srcdir)/util -I$(top_srcdir)/api
 noinst_LTLIBRARIES = libcdirect.la
 libcdirect_la_SOURCES = cdirect.c hybrid.c cdirect.h
 
-EXTRA_DIST = 
+EXTRA_DIST = README

diff --git a/cdirect/README b/cdirect/README
new file mode 100644 (file)
index 0000000..0685c93
--- /dev/null
+++ b/cdirect/README
@@ -0,0 +1,26 @@
+From-scratch re-implementation of the DIRECT and DIRECT-L algorithms
+described in:
+
+       D. R. Jones, C. D. Perttunen, and B. E. Stuckmann,
+       "Lipschitzian optimization without the lipschitz constant,"
+       J. Optimization Theory and Applications, vol. 79, p. 157 (1993).
+
+       J. M. Gablonsky and C. T. Kelley, "A locally-biased form
+       of the DIRECT algorithm," J. Global Optimization 21 (1),
+       p. 27-37 (2001).
+
+I re-implemented the algorithms for a couple of reasons.  First,
+because I was interested in the algorithms and wanted to play with
+them by trying some variations (originally, because I wanted to
+experiment with a hybrid approach combining DIRECT with local search
+algorithms, see hybrid.c).  Second, I wanted to remove some arbitrary
+restrictions in the original Fortran code, e.g. a fixed upper bound on
+the number of function evaluations.  Third, because it was fun to
+code.  As far as I can tell, my version converges in about the same
+number of iterations as Gablonsky's code (with occasional slight
+differences due to minor differences in how I break ties, etc.).
+
+The code in this directory is under the same MIT license as the rest
+of my code in NLopt (see ../COPYRIGHT).
+
+Steven G. Johnson

diff --git a/neldermead/README b/neldermead/README
index 5dc62d69be359248a6c2223f8ab485079dd1571f..1d0208842fa04ac6496caacc5d5842fc5560f19a 100644 (file)
--- a/neldermead/README
+++ b/neldermead/README
@@ -1,6 +1,12 @@
 This directory contains Nelder-Mead and variations thereof.  
 
-Currently, we implement two algorithms.
+Currently, I have implemented two algorithms, described below.
+
+The code in this directory is under the same MIT license as the rest
+of my code in NLopt (see ../COPYRIGHT).
+
+Steven G. Johnson
+November 2008
 
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