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A heuristic iterated-subspace minimization method with pattern search for unconstrained optimization

โœ Scribed by Ting Wu; Yingsha Yang; Linping Sun; Hu Shao


Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
452 KB
Volume
58
Category
Article
ISSN
0898-1221

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This paper proposes a new robust and quickly convergent pattern search method based on an implementation of OCSSR1 (Optimal Conditioning Based Self-Scaling Symmetric Rank-One) algorithm [M.R. Osborne, L.P. Sun, A new approach to symmetric rank-one updating, IMA Journal of Numerical Analysis 19 (1999