Remark on Algorithm 897: VTDIRECT95: Serial and Parallel Codes for the Global Optimization Algorithm DIRECT

Masha Sosonkina, Layne T. Watson, Jian He

Abstract

The Fortran95 code VTDIRECT95, based on the original MPI, has been modified to use MPI-2. An option for VTDIRECT95 is to divide the feasible box into subdomains, and concurrently apply the global direct search algorithm DIRECT within each subdomain. When the number of subdomains is greater than one, a bug causes VTDIRECT95 to occasionally sample outside the given feasible box, which is serious if the objective function is not defined outside the given box. This bug has been fixed, and the sample output files have been updated to reflect the correction. For completeness, the package VTDIRECT95 now contains both the MPI-1 (with the multiple subdomain bug fixed) and the MPI-2 versions of the code.