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In this work, we introduce DIRECTGO, a new MATLAB toolbox for derivative-freeglobal optimization. DIRECTGO collects various deterministic derivative-freeDIRECT-type algorithms for box-constrained, generally-constrained, and problemswith hidden constraints. Each sequential algorithm is implemented in two ways:using static and dynamic data structures for more efficient information storageand organization. Furthermore, parallel schemes are applied to some promisingalgorithms within DIRECTGO. The toolbox is equipped with a graphical userinterface (GUI), ensuring the user-friendly use of all functionalitiesavailable in DIRECTGO. Available features are demonstrated in detailedcomputational studies using a comprehensive DIRECTGOLib v1.0 library of globaloptimization test problems. Additionally, eleven classical engineering designproblems illustrate the potential of DIRECTGO to solve challenging real-worldproblems. Finally, the appendix gives examples of accompanying MATLAB programsand provides a synopsis of its use on the test problems with box and generalconstraints.

DIRECTGO: A new DIRECT-type MATLAB toolbox for derivative-free global optimization