Implementing generating set search methods for linearly constrained minimization

SIAM Journal on Scientific Computing

Volumn 29, Issue 6, 2007, Pages 2507-2530

  Lewis, Robert Michael ^a   Shepherd, Anne ^a   Torczon, Virginia ^a  

^a Dept of Economics and Thomas Jefferson Program in Public Policy at the College of William and Mary   (United States)

Author keywords

Constrained optimization; Degeneracy; Derivativefree methods; Direct search; Double description algorithm; Generalized pattern search; Generating set search; Linear constraints; Nonlinear optimization; Nonlinear programming

Indexed keywords

COMPUTATIONAL GEOMETRY; NONLINEAR PROGRAMMING; PROBLEM SOLVING;

DEGENERACY; DERIVATIVE-FREE METHODS; DIRECT SEARCH; DOUBLE DESCRIPTION; DOUBLE DESCRIPTION ALGORITHM; GENERALIZED PATTERN SEARCH; GENERATING SET SEARCH; LINEAR CONSTRAINTS; NON-LINEAR OPTIMIZATION; SEARCH METHOD;

CONSTRAINED OPTIMIZATION;

EID: 55549119629     PISSN: 10648275     EISSN: None     Source Type: Journal    
DOI: 10.1137/050635432     Document Type: Article

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