Direction Generators

Available direction generators are:

HD - Hyperspherical Direction Generator generates a random direction uniformly distributed on a hypersphere around the current iterate.

CD - Coordinate Direction Generator generates a random direction uniformly distributed among n coordinate directions.

cCD -Cyclic Coordinate Direction Generator generates a direction from n coordinate directions in a cyclic manner.

Note: It is proven that IHR with HD generator converges to a global optimum with probability 1, while there are known examples for which IHR with CD or cCD will not converge. However, in some cases IHR with CD performs better than IHR with HD. The user is encouraged to try all options and select the most appropriate one for the problem of interest.