Heuristic Pattern Search for Bound Constrained Minimax Problems
نویسندگان
چکیده
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 benchmark minimax problems and compared with the original HJ pattern search algorithm.
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