DIRECTGO: A New DIRECT-Type MATLAB Toolbox for Derivative-Free Global Optimization

Abstract

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, 11 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.