scipydirect - A python wrapper to the DIRECT algorithm.

DIRECT is a method to solve global bound constraint optimization problems and was originally developed by D. R. Jones, C. D. Perttunen and B. E. Stuckmann. It is designed to find global solutions of mathematical optimization problems of the from

\[\min_ {x \in R^n} f(x)\]

subject to

\[x_L \leq x \leq x_U\]

Where \(x\) are the optimization variables (with upper and lower bounds), \(f(x)\) is the objective function.

The DIRECT package uses the Fortran implementation of DIRECT written by Joerg.M.Gablonsky, DIRECT Version 2.0.4. More information on the DIRECT algorithm can be found in Gablonsky’s thesis.