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glbDirect
The AMPL solver glbDirect solves box-bounded
global optimization problems using only function values.
The algorithm implemented is an improved version of the Jones et al.
DIRECT algorithm and implemented in Fortran.
Main features
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glbDirect implements the algorithm DIRECT by D. R. Jones,
C. D. Perttunen and B. E. Stuckman presented in the paper
Lipschitzian Optimization Without the Lipschitz Constant,
JOTA Vol. 79, No. 1, October 1993.
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glbDirect is using the algorithm conhull
to return all points on the convex hull,
even redundant ones.
conhull is based on the algorithm GRAHAMSHULL,
pages 108-109 in Computational Geometry
by Franco P. Preparata and Michael Ian Shamos.
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