Global optimization by multilevel coordinate search (MCS). This is a dividing rectangle (i.e., Brach and Bound) like an optimization algorithm. It is similar to the DIRECT algorithm. Originaly the MATLAB code was Developed by Waltraud Huyer and Arnold Neumaier
Dept. of Mathematics, University of Vienna, Austria.
Main Source http://solon.cma.univie.ac.at/~neum/software/mcs/
Translated in Python by Varun Ojha
To run this programe execute from the project hierarchy
- msc (root)
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- functions
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- gls
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- mcs_func
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- mcs.py
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- runmcs.py
$ runmcs.py
You may need to adapt path as this program was executed in spyder ide from the root.
To adpat this algorithm to your own funciton
- Update
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- TODO: implemment your funciton [functions.py]')
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- TODO: implemment your funciton papramters [defualts.py]')