DIRECTGO:一种用于无导数全局优化的新型直接型MATLAB工具箱

IF 2.7 1区数学 Q2 COMPUTER SCIENCE, SOFTWARE ENGINEERING

ACM Transactions on Mathematical Software Pub Date : 2021-07-05 DOI:10.1145/3559755

Linas Stripinis, R. Paulavičius

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引用次数: 15

摘要

在这项工作中，我们介绍了DIRECTGO，一个新的用于无导数全局优化的MATLAB工具箱。DIRECTGO收集了用于盒约束、一般约束和具有隐藏约束的问题的各种不含确定性导数的DIRECT型算法。每种顺序算法都以两种方式实现：使用静态和动态数据结构来实现更高效的信息存储和组织。此外，并行方案被应用于DIRECTGO中一些有前景的算法。工具箱配备了图形用户界面（GUI），确保用户友好地使用DIRECTGO中提供的所有功能。可用的功能在详细的计算研究中使用全面的DIRECTGOLib v1.0全局优化测试问题库进行了演示。此外，11个经典工程设计问题说明了DIRECTGO解决具有挑战性的现实世界问题的潜力。最后，附录给出了附带的MATLAB程序的示例，并简要介绍了它在具有框和一般约束的测试问题上的使用。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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DIRECTGO: A New DIRECT-Type MATLAB Toolbox for Derivative-Free Global Optimization

In this work, we introduce DIRECTGO, a new MATLAB toolbox for derivative-free global optimization. DIRECTGO collects various deterministic derivative-free DIRECT-type algorithms for box-constrained, generally constrained, and problems with hidden constraints. Each sequential algorithm is implemented in two ways: using static and dynamic data structures for more efficient information storage and organization. Furthermore, parallel schemes are applied to some promising algorithms within DIRECTGO. The toolbox is equipped with a graphical user interface (GUI), ensuring the user-friendly use of all functionalities available in DIRECTGO. Available features are demonstrated in detailed computational studies using a comprehensive DIRECTGOLib v1.0 library of global optimization test problems. Additionally, 11 classical engineering design problems illustrate the potential of DIRECTGO to solve challenging real-world problems. Finally, the appendix gives examples of accompanying MATLAB programs and provides a synopsis of its use on the test problems with box and general constraints.

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来源期刊

ACM Transactions on Mathematical Software 工程技术-计算机：软件工程

CiteScore

5.00

自引率

3.70%

发文量

审稿时长

>12 weeks

期刊介绍： As a scientific journal, ACM Transactions on Mathematical Software (TOMS) documents the theoretical underpinnings of numeric, symbolic, algebraic, and geometric computing applications. It focuses on analysis and construction of algorithms and programs, and the interaction of programs and architecture. Algorithms documented in TOMS are available as the Collected Algorithms of the ACM at calgo.acm.org.