VTDIRECT95 is a Fortran 95 implementation of D. R. Jones’ deterministic global optimization algorithm called DIRECT, which is widely used in multidisciplinary engineering design, biological science, and physical science applications. The package includes both a serial code and a data-distributed massively parallel code for different problem scales and optimization (exploration vs. exploitation) goals. Dynamic data structures are used to organize local data, handle unpredictable memory requirements, reduce the memory usage, and share the data across multiple processors. The parallel code employs a multilevel functional and data parallelism to boost concurrency and mitigate the data dependency, thus improving the load balancing and scalability. In addition, checkpointing features are integrated into both versions to provide fault tolerance and hot restarts. Important algorithm modifications and design considerations are discussed regarding data structures, parallel schemes, error handling, and portability. Using several benchmark functions and real-world applications, the software is evaluated on different systems in terms of optimization effectiveness, data structure efficiency, parallel performance, and checkpointing overhead. The package organization and usage are also described in detail. (Source: http://plato.asu.edu)

This software is also peer reviewed by journal TOMS.

References in zbMATH (referenced in 11 articles , 1 standard article )

Showing results 1 to 11 of 11.
Sorted by year (citations)

  1. Stripinis, Linas; Žilinskas, Julius; Casado, Leocadio G.; Paulavičius, Remigijus: On \textttMATLABexperience in accelerating \textttDIRECT-GLce algorithm for constrained global optimization through dynamic data structures and parallelization (2021)
  2. Amos, Brandon D.; Easterling, David R.; Watson, Layne T.; Thacker, William I.; Castle, Brent S.; Trosset, Michael W.: Algorithm 1007: QNSTOP -- quasi-Newton algorithm for stochastic optimization (2020)
  3. Larson, Jeffrey; Menickelly, Matt; Wild, Stefan M.: Derivative-free optimization methods (2019)
  4. Costa, M. Fernanda P.; Rocha, Ana Maria A. C.; Fernandes, Edite M. G. P.: Filter-based DIRECT method for constrained global optimization (2018)
  5. Larson, Jeffrey; Wild, Stefan M.: A batch, derivative-free algorithm for finding multiple local minima (2016)
  6. Sosonkina, Masha; Watson, Layne T.; He, Jian: Remark on Algorithm 897: VTDIRECT95: Serial and parallel codes for the global optimization algorithm DIRECT (2015)
  7. Voglis, C.; Hadjidoukas, P. E.; Parsopoulos, K. E.; Papageorgiou, D. G.; Lagaris, I. E.; Vrahatis, M. N.: p-MEMPSODE: parallel and irregular memetic global optimization (2015)
  8. Easterling, David R.; Watson, Layne T.; Madigan, Michael L.; Castle, Brent S.; Trosset, Michael W.: Parallel deterministic and stochastic global minimization of functions with very many minima (2014)
  9. Hadjidoukas, P. E.; Voglis, C.; Dimakopoulos, V. V.; Lagaris, I. E.; Papageorgiou, D. G.: Supporting adaptive and irregular parallelism for non-linear numerical optimization (2014)
  10. Gao, David Yang; Watson, Layne T.; Easterling, David R.; Thacker, William I.; Billups, Stephen C.: Solving the canonical dual of box- and integer-constrained nonconvex quadratic programs via a deterministic direct search algorithm (2013)
  11. He, Jian; Watson, Layne T.; Sosonkina, Masha: Algorithm 897: VTDIRECT95: serial and parallel codes for the global optimization algorithm direct (2009)