Convergence Results for Generalized Pattern Search Algorithms are Tight
نویسندگان
چکیده
منابع مشابه
Convergence Results for Generalized Pattern Search Algorithms are Tight
The convergence theory of generalized pattern search algorithms for unconstrained optimization guarantees under mild conditions that the method produces a limit point satisfying first order optimality conditions related to the local differentiability of the objective function. By exploiting the flexibility allowed by the algorithm, we derive six small dimensional examples showing that the conve...
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ژورنال
عنوان ژورنال: Optimization and Engineering
سال: 2004
ISSN: 1389-4420
DOI: 10.1023/b:opte.0000033370.66768.a9