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A practical DIRECT-type algorithm for medium-scale black-box global optimization

arXiv 2609.09796 ↗First posted 9 Sep 2026cs.LG cs.NA math.NAcited by 0

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Abstract (arXiv)

The DIRECT algorithm is a deterministic global optimization method known for its versatility and balanced exploration-exploitation strategy. However, DIRECT-type algorithms are primarily effective for low-dimensional problems and often exhibit slow convergence as dimensionality increases, limiting their applicability to more complex optimization tasks. To address this limitation, this paper introduces X-DTC-GL, a novel DIRECT-type algorithm that incorporates dynamic partitioning and hybridization techniques. The dynamic partitioning approach adaptively refines the search space based on local one-dimensional surrogate models, enabling rapid subdivision of promising hyper-rectangles. The hybridization strategy selectively employs a hill-climbing method to exploit promising regions identified by the surrogate models. Extensive experiments on four diverse benchmark suites demonstrate that X-DTC-GL significantly outperforms existing DIRECT-type baselines, achieving improvements of ~12% in solvability and ~27% in solution quality. Performance-profile analyses indicate the fastest convergence on up to ~40% of instances, the best runtime performance on ~17% of problems, and competitive overall execution times. By improving performance within the partition-based framework, these advances strengthen the algorithm's competitiveness in state-of-the-art black-box optimization.

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References · 10

  1. 2016COCO: A Platform for Comparing Continuous Optimizers in a Black-Box Settingcited by 135
  2. 2018Automated Algorithm Selection: Survey and Perspectivescited by 111
  3. 2018IOHprofiler: A Benchmarking and Profiling Tool for Iterative Optimization Heuristicscited by 28
  4. 2023DynamoRep: Trajectory-Based Population Dynamics for Classification of Black-box Optimization Problemscited by 8
  5. 2021DIRECTGO: A new DIRECT-type MATLAB toolbox for derivative-free global optimizationcited by 5
  6. 2024Impact of Training Instance Selection on Automated Algorithm Selection Models for Numerical Black-box Optimizationcited by 5
  7. 2022New hard benchmark functions for global optimizationcited by 2
  8. 2022Lipschitz-inspired HALRECT Algorithm for Derivative-free Global Optimizationcited by 2
  9. 2016Adaptive Block Coordinate DIRECT algorithmcited by 1
  10. 2021An empirical study of various candidate selection and partitioning techniques in the DIRECT frameworkcited by 1

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