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Type of Document	Dissertation
Author	Finkel, Daniel Edwin,
URN	etd-02072005-210026
Title	Global Optimization with the DIRECT Algorithm
Degree	PhD
Graduate Program	Operations Research
Advisory Committee	Advisor Name Title C.T. Kelley Committee Chair H. Tran Committee Member R. Smith Committee Member S. Ghosal Committee Member
Keywords	sampling methods derivative-free optimization global optimization DIRECT
Date of Defense	2004-12-20
Availability	unrestricted
Abstract This work describes theoretical results, and practical improvements to the DIRECT Algorithm, a direct search global optimization algorithm for bound-constrained problems. We rigorously show that a sub-sequence of the points sampled by the algorithm satisfy first order necessary conditions for both smooth and non-smooth problems. We show linear convergence of the algorithm for linear problems, and demonstrate why our analysis cannot be extended to more general problems. We analyze a parameter of DIRECT, and show that it negatively affects the performance of the algorithm. A modified version of the DIRECT is introduced. Test examples are used to demonstrate the effectiveness of the modified algorithm. We apply DIRECT to six well-field optimization problems from the literature. We collect data on the problems with DIRECT, and utilize statistical methods to glean information from the data about the well-field problems.
Files	Filename       Size       Approximate Download Time (Hours:Minutes:Seconds)     28.8 Modem   56K Modem   ISDN (64 Kb)   ISDN (128 Kb)   Higher-speed Access    etd.pdf 1.93 Mb 00:08:57 00:04:36 00:04:01 00:02:00 00:00:10