2002
DOI: 10.1137/s1052623400378742
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Analysis of Generalized Pattern Searches

Abstract: This paper contains a new convergence analysis for the Lewis and Torczon generalized pattern search (GPS) class of methods for unconstrained and linearly constrained optimization. This analysis is motivated by a desire to understand the successful behavior of the algorithm under hypotheses that are satisfied by many practical problems. Specifically, even if the objective function is discontinuous or extended valued, the methods find a limit point with some minimizing properties. Simple examples show that the s… Show more

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Cited by 846 publications
(669 citation statements)
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References 28 publications
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“…-Trust-region reflective algorithm 33 Non-derivative based: -Simplex algorithm 34 -Pattern search optimization 35 The Levenberg-Marquardt as well as the Trust-region reflective algorithm are based on the method of steepest descent and the line search approach. They differ in the solution of the quadratic subproblems 36 .…”
Section: Sequential and Simultaneous Parameter Estimation And Verificmentioning
confidence: 99%
“…-Trust-region reflective algorithm 33 Non-derivative based: -Simplex algorithm 34 -Pattern search optimization 35 The Levenberg-Marquardt as well as the Trust-region reflective algorithm are based on the method of steepest descent and the line search approach. They differ in the solution of the quadratic subproblems 36 .…”
Section: Sequential and Simultaneous Parameter Estimation And Verificmentioning
confidence: 99%
“…For the optimization task we used a function available in the MATLAB Optimization Toolbox that implements the Pattern Search (Audet et al, 2003) algorithm. This function permits to impose constraints to the search procedure.…”
Section: Experimental Protocolmentioning
confidence: 99%
“…The strategy for picking such points is left entirely to the user. Common choices are discussed in [4] or [5], for example.…”
Section: Mesh Adaptive Direct Search (Mads)mentioning
confidence: 99%