Globally-biased BIRECT algorithm with local accelerators for expensive global optimization

作者:

Highlights:

• A new DIRECT-type derivative-free global optimization method is proposed.

• A new hybrid technique unifies a novel partition strategy with sampling on diagonals.

• Three local minimization strategies are neatly embedded into the global search.

• Comparison on more than 850 test problems shows advantages of the approach.

• Results on a real-life nonlinear regression model confirm the goodness of the algorithm.

摘要

•A new DIRECT-type derivative-free global optimization method is proposed.•A new hybrid technique unifies a novel partition strategy with sampling on diagonals.•Three local minimization strategies are neatly embedded into the global search.•Comparison on more than 850 test problems shows advantages of the approach.•Results on a real-life nonlinear regression model confirm the goodness of the algorithm.

论文关键词:Nonlinear global optimization,DIRECT-Type algorithms,BIRECT Algorithm,Hybrid optimization algorithms,Nonlinear regression

论文评审过程:Received 11 March 2019, Revised 23 August 2019, Accepted 23 October 2019, Available online 9 November 2019, Version of Record 19 November 2019.

论文官网地址:https://doi.org/10.1016/j.eswa.2019.113052