Direct search methods: Then and now

DOI10.1016/S0377-0427(00)00423-4zbMath0969.65055OpenAlexW1999024797MaRDI QIDQ1593826

Michael W. Trosset, Virginia Torczon, Robert Michael Lewis

Publication date: 25 January 2001

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-0427(00)00423-4

zbMATH Keywords

direct search methodsderivative-free optimizationPowell's methodpattern search method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

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Uses Software

• fminsearch

Cites Work

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• Minimization of functions having Lipschitz continuous first partial derivatives
• On the Convergence of Pattern Search Algorithms
• `` Direct Search Solution of Numerical and Statistical Problems
• Variable Metric Method for Minimization
• On the Convergence of the Multidirectional Search Algorithm
• Convergence Properties of the Nelder--Mead Simplex Method in Low Dimensions
• Convergence of the Nelder--Mead Simplex Method to a Nonstationary Point
• A Rapidly Convergent Descent Method for Minimization
• An efficient method for finding the minimum of a function of several variables without calculating derivatives
• Function Minimization Without Evaluating Derivatives--a Review
• A Comparison of Several Current Optimization Methods, and the use of Transformations in Constrained Problems
• Convergence Conditions for Ascent Methods
• Lattice Approximations to the Minima of Functions of Several Variables
• Minimizing a function without calculating derivatives
• A Simplex Method for Function Minimization
• Sequential Application of Simplex Designs in Optimisation and Evolutionary Operation

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