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+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.
~ianmdlvl / nlopt.git / commitdiff