direct 0.1.0

Implementation of the multi-dimensional DIRECT function optimization algorithm.

Crate direct [] [src]

This crate implements the multi-dimensional DIRECT function optimization algorithm. The reference followed for this implementation was the original paper [1].

[1]: Lipschitzian Optimization Without the Lipschitz Constant, DOI 10.1007/BF00941892

Structs

State

This structure represents the current state of an optimization problem.

Constants

DEFAULT_EPSILON

This value for epsilon should be good enough for many use cases. This is the value that was used in the benchmarks of the original paper.