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- articleSeptember 2015
Improving Direct Search algorithms by multilevel optimization techniques
Optimization Methods & Software (OPMS), Volume 30, Issue 5Pages 1077–1094https://doi.org/10.1080/10556788.2015.1014555Direct Search algorithms are classical derivative-free methods for optimization. Though endowed with solid theoretical properties, they are not well suited for large-scale problems due to slow convergence and scaling issues. In this paper, we discuss ...
- ArticleJune 2013
Multilocal programming: a derivative-free filter multistart algorithm
ICCSA'13: Proceedings of the 13th international conference on Computational Science and Its Applications - Volume 1Pages 333–346https://doi.org/10.1007/978-3-642-39637-3_27Multilocal programming aims to locate all the local solutions of an optimization problem. A stochastic method based on a multistart strategy and a derivative-free filter local search for solving general constrained optimization problems is presented. ...
- articleApril 1999
Pattern Search Algorithms for Bound Constrained Minimization
SIAM Journal on Optimization (SIOPT), Volume 9, Issue 4Pages 1082–1099https://doi.org/10.1137/S1052623496300507We present a convergence theory for pattern search methods for solving bound constrained nonlinear programs. The analysis relies on the abstract structure of pattern search methods and an understanding of how the pattern interacts with the bound ...
- articleJanuary 1997
On the Convergence of Pattern Search Algorithms
SIAM Journal on Optimization (SIOPT), Volume 7, Issue 1Pages 1–25https://doi.org/10.1137/S1052623493250780We introduce an abstract definition of pattern search methods for solving nonlinear unconstrained optimization problems. Our definition unifies an important collection of optimization methods that neither compute nor explicitly approximate derivatives. ...