Browsing by Author "C.T. Kelley, Committee Chair"
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- An Application of Implicit Filtering to Water Resources Management(2007-09-26) Dillard, Karen Edna Michele; P.A. Gremaud, Committee Member; G.W. Characklis, Committee Member; C.T. Kelley, Committee Chair; E.L. Stitzinger, Committee Member
- Condition Estimates for Numerical Continuation with Applications to Atomic and Molecular Fluids(2008-07-14) Dickson, Kelly Irene; C.T. Kelley, Committee Chair; I.C.F. Ipsen, Committee Member; Z. Li, Committee Member; D.V. Zenkov, Committee Member
- Global Optimization with the DIRECT Algorithm(2005-02-22) Finkel, Daniel Edwin; C.T. Kelley, Committee Chair; S. Ghosal, Committee Member; H. Tran, Committee Member; R. Smith, Committee MemberThis 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.
