In this work, we introduce DIRECTGO, a new MATLAB toolbox for derivative-free global optimization. DIRECTGO collects various deterministic derivative-free DIRECT-type algorithms for box-constrained, generally-constrained, and problems with hidden constraints. Each sequential algorithm is implemented in two ways: using static and dynamic data structures for more efficient information storage and organization. Furthermore, parallel schemes are applied to some promising algorithms within DIRECTGO. The toolbox is equipped with a graphical user interface (GUI), ensuring the user-friendly use of all functionalities available in DIRECTGO. Available features are demonstrated in detailed computational studies using a comprehensive DIRECTGOLib v1.0 library of global optimization test problems. Additionally, eleven classical engineering design problems illustrate the potential of DIRECTGO to solve challenging real-world problems. Finally, the appendix gives examples of accompanying MATLAB programs and provides a synopsis of its use on the test problems with box and general constraints.
翻译:在这项工作中,我们引入了DirectGO,这是一个新的用于无衍生物全球优化的MATLAB工具箱。DirectGO收集了各种确定型的无衍生物直接型算法,用于处理受箱式限制、普遍受限制和隐蔽制约的问题。每个顺序算法都以两种方式实施:使用静态和动态数据结构来更有效地储存和组织信息。此外,对DirectGO内部的一些有希望的算法适用平行计划。该工具箱配备了一个图形用户界面(GUI),确保方便用户使用在GentGO中提供的所有功能。在详细计算研究中展示了可用功能,使用全球优化测试问题综合图书馆。此外,11个典型的工程设计问题说明了GentGO在解决挑战现实世界问题方面的潜力。最后,附录举例说明了与MATLAB相关的程序,并简要说明了其在箱式和一般制约因素测试问题方面的使用情况。