DIRECT is a method to solve global bound constraint optimization problems and was originally developed by D. R. Jones, C. D. Perttunen and B. E. Stuckmann. It is designed to find global solutions of mathematical optimization problems of the from
Where are the optimization variables (with upper an lower bounds), is the objective function.
The DIRECT package uses the fortan implementation of DIRECT written by Joerg.M.Gablonsky, DIRECT Version 2.0.4. More information on the DIRECT algorithm can be found in Gablonsky’s thesis.