4.2.3 DIRECT Search Optimization

The DIRECT search optimization method [257,258] uses a primitive
search algorithm, where the parameter space is consequently searched by tracking
the path of best results with respect to the evaluations of the score
function [236]. Thus, this strategy is a global optimization strategy for
LIPSCHITZ^{4.7} continuous functions where the existence of
derivatives is not required.

Stefan Holzer 2007-11-19