Computer Science Technical Reports
CS at VT

Dynamic Data Structures for a Direct Search Algorithm

He, Jian and Watson, Layne T. and Ramakrishnan, Naren and Shaffer, Clifford A. and Verstak, Alex and Jiang, Jing and Bae, Kyung and Tranter, William H. (2001) Dynamic Data Structures for a Direct Search Algorithm. Technical Report TR-01-09, Computer Science, Virginia Tech.

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The DIRECT (DIviding RECTangles) algorithm of Jones, Perttunen, and Stuckman (1993), a variant of Lipschitzian methods for bound constrained global optimization, has proved effective even in higher dimensions. However, the performance of a DIRECT implementation in real applications depends on the characteristics of the objective function, the problem dimension, and the desired solution accuracy. Implementations with static data structures often fail in practice, since it is difficult to predict memory resource requirements in advance. This is especially critical in multidisciplinary engineering design applications, where the DIRECT optimization is just one small component of a much larger computation, and any component failure aborts the entire design process. To make the DIRECT global optimization algorithm efficient and robust on large-scale, multidisciplinary engineering problems, a set of dynamic data structures is proposed here to balance the memory requirements with execution time, while simultaneously adapting to arbitrary problem size. The focus of this paper is on design issues of the dynamic data structures, and related memory management strategies. Numerical computing techniques and modifications of Jones’ original DIRECT algorithm in terms of stopping rules and box selection rules are also explored. Performance studies are done for synthetic test problems with multiple local optima. Results for application to a site-specific system simulator for wireless communications systems (S4W) are also presented to demonstrate the effectiveness of the proposed dynamic data structures for an implementation of DIRECT.

Item Type:Departmental Technical Report
Keywords:Global optimization, DIRECT algorithm, direct search, dynamic data structures
Subjects:Computer Science > Algorithms and Data Structure
ID Code:533
Deposited By:User, Eprints
Deposited On:21 May 2002