Derivative-free Global Optimization Using Space-filling Curves

DIRECT

Python implementation of Dividing Rectangles global search algorithm

• based on: DIRECT Optimization Algorithm User Guide, Dan Finkel
  http://www4.ncsu.edu/~ctk/Finkel_Direct/DirectUserGuide_pdf.pdf

Hilbert Curve

C++ implementation of Space-filling curve ...

• based on: Programming the Hilbert curve, John Skilling
  http://ratml.org/misc/hilbert_curve.pdf

Requirements

• Python(CPython)3.4+
• numpy
• pytest

Setup

Python Project IDE Settings:

1. Add DIRECT\src to the Project Source Path.

2. Set the Python Interpreter path to your python.exe installation directory and the Test Runner for the Project as Py.test.

Run

python DIRECT\src\main.py	# invoke Direct.run()

Project Structure

Main project files:

root
|
|- src
|	|
|	|- _hilbert.py
|	|- direct.py
|	|- helper.py
|	|- main.py
|
|- test_Hilbert.py

[file contents gist]

NOTE: README in progress.