A new quasi-Newton pattern search method based on symmetric rank-one update for unconstrained optimization

DOI10.1016/j.camwa.2007.06.012zbMath1144.90513MaRDI QIDQ931755

Ting Wu, Linping Sun

Publication date: 26 June 2008

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2007.06.012

zbMATH Keywords

pattern search; derivative-free optimization; positive basis; quasi-Newton algorithm; SR1 update

Mathematics Subject Classification ID

90C26: Nonconvex programming, global optimization

90C56: Derivative-free methods and methods using generalized derivatives

90C53: Methods of quasi-Newton type

Uses Software

• minpack

Cites Work

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• A new approach to symmetric rank-one updating
• Rank-one and Rank-two Corrections to Positive Definite Matrices Expressed in Product Form
• Theory of Positive Linear Dependence
• Positive bases in numerical optimization