pattern search algorithms

The mesh adaptive direct search algorithm for periodic variables

  • Charles Audet
  • Sébastien Le Digabel
    • Categories Applications - OR and Management Sciences, Convex and Nonsmooth Optimization Tags , , , ,

    This work analyzes constrained black box optimization in which the functions defining the problem are periodic with respect to some or all the variables. We show that the natural strategy of mapping trial points into the interval defined by the period in the Mesh Adaptive Direct Search (MADS) framework can be easily done in practice, … Read more

    Convergence Results for Pattern Search Algorithms are Tight

  • Charles Audet
    • Categories Unconstrained Optimization Tags , , ,

    Recently, general definitions of pattern search methods for both unconstrained and linearly constrained optimization were presented. It was shown under mild conditions, that there exists a subsequence of iterates converging to a stationary point. In the unconstrained case, stronger results are derived under additional assumptions. In this paper, we present three small dimensioned examples showing … Read more