Pattern Search Algorithms for Bound Constrained Minimization
نویسندگان
چکیده
منابع مشابه
Pattern Search Algorithms for Bound Constrained Minimization
We present a convergence theory for pattern search methods for solving bound constrained nonlinear programs. The analysis relies on the abstract structure of pattern search methods and an understanding of how the pattern interacts with the bound constraints. This analysis makes it possible to develop pattern search methods for bound constrained problems while only slightly restricting the flexi...
متن کاملPattern Search Methods for Linearly Constrained Minimization
We extend pattern search methods to linearly constrained minimization. We develop a general class of feasible point pattern search algorithms and prove global convergence to a KarushKuhn-Tucker point. As in the case of unconstrained minimization, pattern search methods for linearly constrained problems accomplish this without explicit recourse to the gradient or the directional derivative of th...
متن کاملHeuristic Pattern Search for Bound Constrained Minimax Problems
This paper presents a pattern search algorithm and its hybridization with a random descent search for solving bound constrained minimax problems. The herein proposed heuristic pattern search method combines the Hooke and Jeeves (HJ) pattern and exploratory moves with a randomly generated approximate descent direction. Two versions of the heuristic algorithm have been applied to several benchmar...
متن کاملEvaluating bound-constrained minimization software
Bound-constrained minimization is a subject of active research. To assess the performance of existent solvers, numerical evaluations and comparisons are carried on. Arbitrary decisions that may have a crucial effect on the conclusions of numerical experiments are highlighted in the present work. As a result, an evaluation framework based on performance profiles is developed and applied to the c...
متن کاملSymbolic-Interval Heuristic for Bound-Constrained Minimization
Global optimization subject to bound constraints helps answer many practical questions in chemistry, molecular biology, economics. Most of algorithms for solution of global optimization problems are a combination of interval methods and exhuastive search. The efficiency of such algorithms is characterized by their ability to detect and eliminate sub-optimal feasible regions. This ability is inc...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 1999
ISSN: 1052-6234,1095-7189
DOI: 10.1137/s1052623496300507