A new quasi-Newton pattern search method
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Ting Wu; Linping Sun
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Article
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2008
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Elsevier Science
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English
โ 268 KB
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