Convergence of Mesh Adaptive Direct Search to Second‐Order Stationary Points
نویسندگان
چکیده
منابع مشابه
Convergence of Mesh Adaptive Direct Search to Second-Order Stationary Points
A previous analysis of second-order behavior of generalized pattern search algorithms for unconstrained and linearly constrained minimization is extended to the more general class of mesh adaptive direct search (MADS) algorithms for general constrained optimization. Because of the ability of MADS to generate an asymptotically dense set of search directions, we are able to establish reasonable c...
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Abstract: A previous analysis of second-order behavior of pattern search algorithms for unconstrained and linearly constrained minimization is extended to the more general class of mesh adaptive direct search (MADS) algorithms for general constrained optimization. Because of the ability of MADS to generate an asymptotically dense set of search directions, we are able to establish reasonable con...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2006
ISSN: 1052-6234,1095-7189
DOI: 10.1137/050638382