From eff73daab553169446ebd660715a10c5b9da311a Mon Sep 17 00:00:00 2001 From: stevenj Date: Fri, 24 Aug 2007 13:27:32 -0400 Subject: [PATCH] added missing files darcs-hash:20070824172732-c8de0-b2cbcf76d945e7961c5a8bb5ab9ae1323de13fc7.gz --- direct/Makefile.am | 2 +- direct/README | 37 +++++++++++++++++++++++++++++++++++++ stogo/Makefile.am | 3 ++- 3 files changed, 40 insertions(+), 2 deletions(-) create mode 100644 direct/README diff --git a/direct/Makefile.am b/direct/Makefile.am index f65a571..4fae9bc 100644 --- a/direct/Makefile.am +++ b/direct/Makefile.am @@ -2,4 +2,4 @@ noinst_LTLIBRARIES = libdirect.la libdirect_la_SOURCES = DIRect.c direct_wrap.c DIRserial.c DIRsubrout.c \ direct-internal.h direct.h -EXTRA_DIST = AUTHORS COPYING DIRparallel.c tstc.c userguide.ps.gz +EXTRA_DIST = README AUTHORS COPYING DIRparallel.c tstc.c userguide.pdf diff --git a/direct/README b/direct/README new file mode 100644 index 0000000..785fb03 --- /dev/null +++ b/direct/README @@ -0,0 +1,37 @@ +The DIRECT algorithm (DIviding RECTangles) is a derivative-free global +optimization algorithm invented by Jones et al.: + + 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). + +This is a deterministic-search algorithm based on systematic division +of the search domain into smaller and smaller hyperrectangles. + +The implementation is based on the 1998-2001 Fortran version by +J. M. Gablonsky at North Carolina State University, converted to C by +Steven G. Johnson. The Fortran source was downloaded from: + + http://www4.ncsu.edu/~ctk/SOFTWARE/DIRECTv204.tar.gz + +Gablonsky et al implemented a modified version of the original DIRECT +algorithm, as described in: + + J. M. Gablonsky and C. T. Kelley, "A locally-biased form + of the DIRECT algorithm," J. Global Optimization 21 (1), + p. 27-37 (2001). + +Both the original Jones algorithm (NLOPT_GLOBAL_DIRECT) and the +Gablonsky modified version (NLOPT_GLOBAL_DIRECT_L) are implemented +and available from the NLopt interface. The Gablonsky version +makes the algorithm "more biased towards local search" so that it +is more efficient for functions without too many local minima. + +Also, Gablonsky et al. extended the algorithm to handle "hidden +constraints", i.e. arbitrary nonlinear constraints. In NLopt, a +hidden constraint is represented by returning NaN (or Inf, or +HUGE_VAL) from the objective function at any points violating the +constraint. + +Further information on the DIRECT algorithm and Gablonsky's +implementation can be found in the included userguide.pdf file. diff --git a/stogo/Makefile.am b/stogo/Makefile.am index 287f03a..dd715b9 100644 --- a/stogo/Makefile.am +++ b/stogo/Makefile.am @@ -4,4 +4,5 @@ noinst_LTLIBRARIES = libstogo.la libstogo_la_SOURCES = global.cc linalg.cc local.cc stogo.cc tools.cc \ global.h linalg.h local.h stogo_config.h stogo.h tools.h -EXTRA_DIST = testros.cc tst.cc tstc.c prog.cc testfun.h rosen.h README +EXTRA_DIST = testros.cc tst.cc tstc.c prog.cc testfun.h rosen.h README \ +paper.pdf techreport.pdf COPYRIGHT -- 2.30.2