It has been shown recently that the efficiency of direct search methods that use opportunistic polling in positive spanning directions can be improved significantly by reordering the poll directions according to descent indicators built from simplex gradients. The purpose of this paper is twofold. First, we analyze the properties of simplex gradients of nonsmooth functions … Read more
In the recent years, there has been a considerable amount of work in the development of numerical methods for derivative free optimization problems. Some of this work relies on the management of the geometry of sets of sampling points for function evaluation and model building. In this paper, we continue the work developed in [Conn, … Read more
Pattern search methods can be made more efficient if past function evaluations are appropriately reused. In this paper we will introduce a number of ways of reusing previous evaluations of the objective function based on the computation of simplex derivatives (e.g., simplex gradients) to improve the efficiency of a pattern search iteration. At each iteration … Read more
We show how to derive error estimates between a function and its interpolating polynomial and between their corresponding derivatives. The derivation is based on a new definition of well-poisedness for the interpolation set, directly connecting the accuracy of the error estimates with the geometry of the points in the set. This definition is equivalent to … Read more