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

arXiv:2609.09796 · cs.LG, cs.NA, math.NA · Submitted 2026-09-09 · Read on arXiv

cs.LG, cs.NA, math.NA

Submitted: 2026-09-09

Updated: 2026-09-09

Comments: 46pages, 13 figures, 4 tables

License: http://creativecommons.org/licenses/by-nc-nd/4.0/

The gist: The DIRECT algorithm is a deterministic global optimization method known for its versatility and balanced exploration-exploitation strategy.

Terminology

Abstract

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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