A quasi-Newton based pattern search algorithm for unconstrained optimization

DOI10.1016/j.amc.2006.05.107zbMath1110.65052OpenAlexW2101804102MaRDI QIDQ864827

Linping Sun, Ting Wu

Publication date: 13 February 2007

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

Full work available at URL: https://doi.org/10.1016/j.amc.2006.05.107

zbMATH Keywords

convergencenumerical examplespattern searchderivative-free optimizationBFGS algorithmBroyden-Fletcher-goldfarb-Shanno method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Methods of quasi-Newton type (90C53)

Related Items (1)

A heuristic iterated-subspace minimization method with pattern search for unconstrained optimization

Uses Software

• minpack

Cites Work

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• Conjugate grids for unconstrained optimisation
• More test examples for nonlinear programming codes
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• On the Convergence of Pattern Search Algorithms
• `` Direct Search Solution of Numerical and Statistical Problems
• On Variable-Metric Methods for Sparse Hessians
• Testing Unconstrained Optimization Software
• On the selection of parameters in Self Scaling Variable Metric Algorithms
• A conjugate direction implementation of the BFGS algorithm with automatic scaling
• Rank-one and Rank-two Corrections to Positive Definite Matrices Expressed in Product Form
• Theory of Positive Linear Dependence

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