Pattern Search Methods for Linearly Constrained Minimization
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The given paper is a continuation of the preceding paper [see SIAM J. Optim. 9, 1082--1099 (1999; Zbl 1031.90047)]. The authors develop a general class of feasible point pattern search algorithms for optimization problems with linear constraints of the form \[ \begin{aligned} \text{minimize }\quad & f(x)\\ \text{subject to }\quad & 1\leq Ax\leq u\end{aligned} \] and prove global convergence to a Karush-Kuhn-Tucker-point.
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