Skip to content

Commit

Permalink
Update theory.md
Browse files Browse the repository at this point in the history
  • Loading branch information
Aero-Spec authored Sep 16, 2024
1 parent c71ab27 commit 2588ae1
Showing 1 changed file with 8 additions and 6 deletions.
14 changes: 8 additions & 6 deletions docs/src/theory.md
Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
# Theory

The DIRECT (DIvided RECTangles) algorithm is a global optimization method that does not require a known Lipschitz constant. This characteristic makes it particularly robust and versatile, applicable to a wide range of optimization problems. The algorithm operates by dividing the search space into smaller hyper-rectangles and evaluating the function at the center of each rectangle.
The DIRECT (Divided Rectangles) algorithm is a global optimization method that does not require a known Lipschitz constant. This characteristic makes it particularly robust and versatile, applicable to a wide range of optimization problems. The algorithm operates by dividing the search space into smaller hyper-rectangles and evaluating the function at the center of each rectangle.

---
### Key Concepts of the DIRECT Algorithm
Expand Down Expand Up @@ -32,17 +32,19 @@ The objective function $f(x)$ is evaluated at the center of each hyper-rectangle
f(x) = \sum_{i=1}^{n} c_i x_i
```

where ($x_i$) are the variables, and ($c_i$) are the corresponding coefficients.
where $x_i$ are the variables, and $c_i$ are the corresponding coefficients.

- **Rectangle Selection Criterion**:
A rectangle ($R$) is considered potentially optimal if:
A rectangle $R$ is considered potentially optimal if:

```math
f(x_R) - L \cdot r_R \leq f(x) - L \cdot r_x \quad \text{for all } x \in R
```

where:
- $f(x_R)$ is the function value at the center of the rectangle.
- ($r_R$) is the radius of the rectangle.
- ($L$) is the Lipschitz constant.
- $r_R$ is the radius of the rectangle.
- $L$ is the Lipschitz constant.

**Recursive Division**:
The hyper-rectangles are recursively divided along their longest dimension:
Expand All @@ -51,7 +53,7 @@ The hyper-rectangles are recursively divided along their longest dimension:
x_R = \frac{a_i + b_i}{2}
```

where ($a_i$) and ($b_i$) are the bounds of the rectangle along the ($i$)-th dimension.
where $a_i$ and $b_i$ are the bounds of the rectangle along the $i$-th dimension.

---

Expand Down

0 comments on commit 2588ae1

Please sign in to comment.