A subclass of generating set search with convergence to second-order stationary points

DOI10.1080/10556788.2013.808198zbMath1298.90101OpenAlexW2066494975MaRDI QIDQ2926059

Mark A. Abramson, Lennart Frimannslund, Trond Steihaug

Publication date: 29 October 2014

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556788.2013.808198

zbMATH Keywords

convergence analysissecond-order optimality conditionsderivative-free optimizationgenerating set searchdirectional direct search

Mathematics Subject Classification ID

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

Related Items (5)

Detecting negative eigenvalues of exact and approximate Hessian matrices in optimization ⋮ Mesh adaptive direct search with second directional derivative-based Hessian update ⋮ Generating set search using simplex gradients for bound-constrained black-box optimization ⋮ A second-order globally convergent direct-search method and its worst-case complexity ⋮ Derivative-free optimization methods

Uses Software

• mctoolbox

Cites Work

• Analysis of direct searches for discontinuous functions
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• Incorporating minimum Frobenius norm models in direct search
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• Using Sampling and Simplex Derivatives in Pattern Search Methods
• Geometry of sample sets in derivative-free optimization: polynomial regression and underdetermined interpolation
• Optimization and nonsmooth analysis
• Analysis of Generalized Pattern Searches
• Pattern Search Methods for Linearly Constrained Minimization
• A Pattern Search Filter Method for Nonlinear Programming without Derivatives
• On the Global Convergence of Derivative-Free Methods for Unconstrained Optimization
• Benchmarking Derivative-Free Optimization Algorithms
• A Progressive Barrier for Derivative-Free Nonlinear Programming
• Stationarity Results for Generating Set Search for Linearly Constrained Optimization
• Second-Order Behavior of Pattern Search
• Mesh Adaptive Direct Search Algorithms for Constrained Optimization
• Convergence Conditions for Ascent Methods. II: Some Corrections
• A Simplex Method for Function Minimization

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