Precision control for generalized pattern search algorithms with adaptive precision function evaluations

SIAM Journal on Optimization

Volumn 16, Issue 3, 2006, Pages 650-669

  Polak, Elijah ^a   Wetter, Michael ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNITED TECHNOLOGIES RESEARCH CENTER   (United States)

Author keywords

Algorithm implementation; Approximations; Clarke's generalized directional derivative; Generalized pattern search; Hooke Jeeves; Nonsmooth optimization

Indexed keywords

ALGORITHM IMPLEMENTATION; APPROXIMATIONS; CLARKE'S GENERALIZED DIRECTIONAL DERIVATIVES; GENERALIZED PATTERN SEARCH; HOOKE-JEEVES; NONSMOOTH OPTIMIZATION;

ALGORITHMS; CODES (SYMBOLS); COSTS; DIFFERENTIAL EQUATIONS; FUNCTION EVALUATION; NUMERICAL METHODS;

PRECISION ENGINEERING;

EID: 33747199853     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/040605527     Document Type: Article

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