메뉴 건너뛰기




Volumn 7, Issue , 1998, Pages 287-336

Direct search algorithms for optimization calculations

Author keywords

[No Author keywords available]

Indexed keywords


EID: 85011436515     PISSN: 09624929     EISSN: 14740508     Source Type: Journal    
DOI: 10.1017/S0962492900002841     Document Type: Article
Times cited : (486)

References (27)
  • 2
    • 0043067908 scopus 로고
    • A new direction set method for unconstrained minimization without evaluating derivatives
    • Brodlie K. W. (1975), ‘A new direction set method for unconstrained minimization without evaluating derivatives’, J. Inst. Math. Appl. 15, 385–396.
    • (1975) J. Inst. Math. Appl. , vol.15 , pp. 385-396
    • Brodlie, K.W.1
  • 3
    • 0002215475 scopus 로고    scopus 로고
    • On the convergence of derivative free methods for unconstrained optimization
    • a, (Buhmann M. D. and Iserles A., eds), Cambridge University Press, Cambridge
    • Conn A. R., Scheinberg K. and Toint P. L. (1997a), ‘On the convergence of derivative free methods for unconstrained optimization’, in Approximation Theory and Optimization (Buhmann M. D. and Iserles A., eds), Cambridge University Press, Cambridge, pp. 83–108.
    • (1997) Approximation Theory and Optimization , pp. 83-108
    • Conn, A.R.1    Scheinberg, K.2    Toint, P.L.3
  • 4
    • 0242609515 scopus 로고    scopus 로고
    • Recent progress in unconstrained nonlinear optimization without derivatives
    • (b)
    • Conn A. R., Scheinberg K. and Toint P. L. (1997b), ‘Recent progress in unconstrained nonlinear optimization without derivatives’, Math. Prog. 79, 397–414.
    • (1997) Math. Prog. , vol.79 , pp. 397-414
    • Conn, A.R.1    Scheinberg, K.2    Toint, P.L.3
  • 5
    • 0001154906 scopus 로고
    • Direct search methods on parallel machines
    • Dennis J. E. and Torczon V. (1991), ‘Direct search methods on parallel machines’, SIAM J. Optim. 1, 448–474.
    • (1991) SIAM J. Optim. , vol.1 , pp. 448-474
    • Dennis, J.E.1    Torczon, V.2
  • 6
    • 21844492639 scopus 로고
    • A grid algorithm for bound constrained optimization of noisy functions
    • Elster C. and Neumaier A. (1995), ‘A grid algorithm for bound constrained optimization of noisy functions’, IMA J. Numer. Anal. 15, 585–608.
    • (1995) IMA J. Numer. Anal. , vol.15 , pp. 585-608
    • Elster, C.1    Neumaier, A.2
  • 10
    • 0023982395 scopus 로고
    • Global convergence and stabilization of unconstrained minimization methods without derivatives
    • Grippo L., Lampariello F. and Lucidi S. (1988), ‘Global convergence and stabilization of unconstrained minimization methods without derivatives’, J. Optim. Theory Appl. 56, 385–406.
    • (1988) J. Optim. Theory Appl. , vol.56 , pp. 385-406
    • Grippo, L.1    Lampariello, F.2    Lucidi, S.3
  • 11
    • 84938447945 scopus 로고
    • Direct search solution of numerical and statistical problems
    • Hooke R. and Jeeves T. A. (1961), ‘Direct search solution of numerical and statistical problems’, J. Assoc. Comput. Mach. 8, 212–229.
    • (1961) J. Assoc. Comput. Mach. , vol.8 , pp. 212-229
    • Hooke, R.1    Jeeves, T.A.2
  • 12
    • 0005983516 scopus 로고    scopus 로고
    • Detection and remediation of stagnation in the Nelder–Mead algorithm using a sufficient decrease condition
    • North Carolina State University Report CRSC-TR97-2.
    • Kelley C. T. (1997), ‘Detection and remediation of stagnation in the Nelder–Mead algorithm using a sufficient decrease condition’, North Carolina State University Report CRSC-TR97-2.
    • (1997)
    • Kelley, C.T.1
  • 15
    • 84858184018 scopus 로고    scopus 로고
    • Convergence of the Nelder–Mead simplex method to a nonstationary point
    • preprint (to be published in)
    • McKinnon K. I. M. (1997), ‘Convergence of the Nelder–Mead simplex method to a nonstationary point’, preprint (to be published in SIAM J. Optim.).
    • (1997) SIAM J. Optim.
    • McKinnon, K.I.M.1
  • 16
    • 0000238336 scopus 로고
    • A simplex method for function minimization
    • Nelder J. A. and Mead R. (1965), ‘A simplex method for function minimization’, Comput. J. 7, 308–313.
    • (1965) Comput. J. , vol.7 , pp. 308-313
    • Nelder, J.A.1    Mead, R.2
  • 17
    • 0001008029 scopus 로고
    • An efficient method for finding the minimum of a function of several variables without calculating derivatives
    • Powell M. J. D. (1964), ‘An efficient method for finding the minimum of a function of several variables without calculating derivatives’, Comput. J. 7, 155–162.
    • (1964) Comput. J. , vol.7 , pp. 155-162
    • Powell, M.J.D.1
  • 18
    • 0001258795 scopus 로고
    • On search directions for minimization algorithms
    • Powell M. J. D. (1973), ‘On search directions for minimization algorithms’, Math. Prog. 4, 193–201.
    • (1973) Math. Prog. , vol.4 , pp. 193-201
    • Powell, M.J.D.1
  • 19
    • 0001770043 scopus 로고
    • A direct search optimization method that models the objective and constraint functions by linear interpolation
    • (Gomez S. and Hennart J-P., eds), Kluwer Academic, Dordrecht
    • Powell M. J. D. (1994), ‘A direct search optimization method that models the objective and constraint functions by linear interpolation’, in Advances in Optimization and Numerical Analysis (Gomez S. and Hennart J-P., eds), Kluwer Academic, Dordrecht, pp. 51–67.
    • (1994) Advances in Optimization and Numerical Analysis , pp. 51-67
    • Powell, M.J.D.1
  • 21
    • 0001723141 scopus 로고
    • An automatic method for finding the greatest or least value of a function
    • Rosenbrock H. H. (1960), ‘An automatic method for finding the greatest or least value of a function’, Comput. J. 3, 175–184.
    • (1960) Comput. J. , vol.3 , pp. 175-184
    • Rosenbrock, H.H.1
  • 22
    • 84975821153 scopus 로고
    • The automatic computation of maximum likelihood estimates
    • N.C.B. Sci. Dept. Report SC 846/MR/40.
    • Smith C. S., (1962), ‘The automatic computation of maximum likelihood estimates’, N.C.B. Sci. Dept. Report SC 846/MR/40.
    • (1962)
    • Smith, C.S.1
  • 23
    • 84946640734 scopus 로고
    • Sequential application of simplex designs in optimisation and evolutionary operation
    • Spendley W., Hext G. R. and Himsworth F. R. (1962), ‘Sequential application of simplex designs in optimisation and evolutionary operation’, Technometrics 4, 441–461.
    • (1962) Technometrics , vol.4 , pp. 441-461
    • Spendley, W.1    Hext, G.R.2    Himsworth, F.R.3
  • 24
    • 0242513599 scopus 로고
    • On the accelerating property of an algorithm for function minimization without calculating derivatives
    • Toint Ph. L. and Callier F. M. (1977), ‘On the accelerating property of an algorithm for function minimization without calculating derivatives’, J. Optim. Theory Appl. 23, 531–547.
    • (1977) J. Optim. Theory Appl. , vol.23 , pp. 531-547
    • Toint, P.L.1    Callier, F.M.2
  • 25
    • 0031540855 scopus 로고    scopus 로고
    • On the convergence of pattern search algorithms
    • Torczon V. (1997), ‘On the convergence of pattern search algorithms’, SIAM J. Optim. 7, 1–25.
    • (1997) SIAM J. Optim. , vol.7 , pp. 1-25
    • Torczon, V.1
  • 26
    • 0001406729 scopus 로고
    • Function minimization by interpolation in a data table
    • Winfield D. (1973), ‘Function minimization by interpolation in a data table’, J. Inst. Math. Appl. 12, 339–347.
    • (1973) J. Inst. Math. Appl. , vol.12 , pp. 339-347
    • Winfield, D.1
  • 27
    • 0000419261 scopus 로고    scopus 로고
    • Direct search methods: once scorned, now respectable
    • (Griffiths D. F. and Watson G. A., eds), Addison Wesley Longman, Harlow
    • Wright M. H. (1996), ‘Direct search methods: once scorned, now respectable’, in Numerical Analysis 1995 (Griffiths D. F. and Watson G. A., eds), Addison Wesley Longman, Harlow, pp. 191–208.
    • (1996) Numerical Analysis 1995 , pp. 191-208
    • Wright, M.H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.