A locally-biased form of the DIRECT algorithm

In this paper we propose a form of the DIRECT algorithm that is strongly bi ased toward local search. This form should do well for small problems with a single global minimizer and only a few local minimizers. We motivate our formulation with some results on how the original formulation of the DIRECT algorithm clusters its search near a global minimizer. We report on the pe rformance of our algorithm on a suite of test problems and observe that the algorithm performs particularly well when termination is based on a budget of function evaluations.