From: stevenj Date: Tue, 11 Nov 2008 06:08:07 +0000 (-0500) Subject: README updates X-Git-Url: http://www.chiark.greenend.org.uk/ucgi/~ianmdlvl/git?a=commitdiff_plain;h=f484e4ef5776592b1867b8c72ecf3bd2e07453f0;p=nlopt.git README updates darcs-hash:20081111060807-c8de0-3cdb0e19803b41726c3d00d346d2971f32aa7679.gz --- diff --git a/cdirect/Makefile.am b/cdirect/Makefile.am index 233c8ba..b5695e7 100644 --- 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 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 5dc62d6..1d02088 100644 --- 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 -----------------------------------------------------------------------