DGO: A new DIRECT-type MATLAB toolbox for derivative-free global optimization

07/05/2021
by   Linas Stripinis, et al.
0

In this work, we introduce DGO, a new MATLAB toolbox for derivative-free global optimization. DGO 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 different ways: using static and dynamic data structures for more efficient information storage and organization. Furthermore, parallel schemes are applied to some promising algorithms within DGO. The toolbox is equipped with a graphical user interface (GUI), which ensures the user-friendly use of all functionalities available in DGO. Available features are demonstrated in detailed computational studies using a created comprehensive library of global optimization problems. Additionally, eleven classical engineering design problems are used to illustrate the potential of DGO to solve challenging real-world problems.

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