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mds-optimization

Multi-directional search optimization algorithm based on the algorithm proposed by VJ Torczon, 1989, found in the reference:

Torczon, V. J., 1989. Multidirectional search: A direct search algorithm for parallel machines. Rice University.

The algorithm is implemented with basic benchmarking functions for testing. Multiple parameters need fine-tuning according to the problem. The algorithm is being restarted when stuck in local minima or when is being converged prematurely.

The implementation is provided under a BSD-3-clause license.

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Multi-directional search optimization algorithm

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