Precision Control for Generalized Pattern Search Algorithms with Adaptive Precision Function Evaluations

DOI10.1137/040605527zbMath1113.90148OpenAlexW2027286734MaRDI QIDQ5470214

Michael Wetter, Elijah Polak

Publication date: 30 May 2006

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/040605527

zbMATH Keywords

nonsmooth optimizationapproximationsalgorithm implementationClarke's generalized directional derivativegeneralized pattern searchHooke--Jeeves

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Approximation methods and heuristics in mathematical programming (90C59)

Related Items (9)

A discussion on variational analysis in derivative-free optimization ⋮ Multi-fidelity algorithms for the horizontal alignment problem in road design ⋮ Method of outer approximations and adaptive approximations for a class of matrix games ⋮ Using adaptive multi-accurate function evaluations in a surrogate-assisted method for computer experiments ⋮ Industrial robot layout based on operation sequence optimisation ⋮ Preface ⋮ Derivative-free optimization methods ⋮ Dynamic improvements of static surrogates in direct search optimization ⋮ Optimization of Stochastic Blackboxes with Adaptive Precision

Uses Software

• KELLEY

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