Global Optimization with the DIRECT Algorithm
| 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.degree.discipline | Operations Research | en_US |
| dc.degree.level | dissertation | en_US |
| dc.degree.name | PhD | en_US |
| dc.description | North Carolina State University Theses Operations Research. | |
| 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.format | Thesis (Ph.D.)--North Carolina State University. | |
| dc.identifier.other | etd-02072005-210026 | en_US |
| dc.identifier.uri | http://www.lib.ncsu.edu/resolver/1840.16/4738 | |
| 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 |
| dcterms.abstract | Keywords: sampling methods, derivative-free optimization, global optimization, DIRECT. | |
| dcterms.extent | xiii, 146 pages : illustrations (some color) |
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