Global Optimization with the DIRECT Algorithm

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dc.contributor.advisor C.T. Kelley, Committee Chair en_US
dc.contributor.advisor S. Ghosal, Committee Member en_US
dc.contributor.advisor H. Tran, Committee Member en_US
dc.contributor.advisor R. Smith, Committee Member en_US
dc.contributor.author Finkel, Daniel Edwin en_US
dc.date.accessioned 2010-04-02T19:00:12Z
dc.date.available 2010-04-02T19:00:12Z
dc.date.issued 2005-02-22 en_US
dc.identifier.other etd-02072005-210026 en_US
dc.identifier.uri http://www.lib.ncsu.edu/resolver/1840.16/4738
dc.description.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. en_US
dc.rights I hereby certify that, if appropriate, I have obtained and attached hereto a written permission statement from the owner(s) of each third party copyrighted matter to be included in my thesis, dissertation, or project report, allowing distribution as specified below. I certify that the version I submitted is the same as that approved by my advisory committee. I hereby grant to NC State University or its agents the non-exclusive license to archive and make accessible, under the conditions specified below, my thesis, dissertation, or project report in whole or in part in all forms of media, now or hereafter known. I retain all other ownership rights to the copyright of the thesis, dissertation or project report. I also retain the right to use in future works (such as articles or books) all or part of this thesis, dissertation, or project report. en_US
dc.subject sampling methods en_US
dc.subject derivative-free optimization en_US
dc.subject global optimization en_US
dc.subject DIRECT en_US
dc.title Global Optimization with the DIRECT Algorithm en_US
dc.degree.name PhD en_US
dc.degree.level dissertation en_US
dc.degree.discipline Operations Research en_US


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