2003
DOI: 10.1137/s003614450242889
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Optimization by Direct Search: New Perspectives on Some Classical and Modern Methods

Abstract: Abstract. Direct search methods are best known as unconstrained optimization techniques that do not explicitly use derivatives. Direct search methods were formally proposed and widely applied in the 1960s but fell out of favor with the mathematical optimization community by the early 1970s because they lacked coherent mathematical analysis. Nonetheless, users remained loyal to these methods, most of which were easy to program, some of which were reliable. In the past fifteen years, these methods have seen a re… Show more

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Cited by 1,387 publications
(997 citation statements)
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“…To try to further optimize the LS_NUFFT method, we used the Nelder-Mead simplex method [11] to minimize E max (s) in (17) over s numerically. We then recomputed the LS_NUFFT interpolator using the resulting "optimal" scaling factors s. Fig.…”
Section: Resultsmentioning
confidence: 99%
See 1 more Smart Citation
“…To try to further optimize the LS_NUFFT method, we used the Nelder-Mead simplex method [11] to minimize E max (s) in (17) over s numerically. We then recomputed the LS_NUFFT interpolator using the resulting "optimal" scaling factors s. Fig.…”
Section: Resultsmentioning
confidence: 99%
“…Define the integer offset as follows: (10) where ⌊·⌋ denotes the integer floor function, and [·] denotes rounding to the nearest integer. This offset satisfies the following (integer) shift invariance property: (11) Then we replace (5) by the equivalent expression (12) where u(ω) = (u 1 (ω), …, u J (ω)) denotes the vector of length J of interpolation coefficients associated with frequency ω.…”
Section: Introductionmentioning
confidence: 99%
“…These methods have a long and rich history in the scientific and engineering communities where they have been applied to numerous problems. An excellent introduction and survey of these methods can be found in [21], which also contains numerous references. The main attraction of direct search methods is their ability to find optimal solutions without the need for computing derivatives in contrast to the more familiar gradient-based methods.…”
Section: Pattern Search Methodsmentioning
confidence: 99%
“…If the exact scalar field is known, we can use standard optimization techniques to find the best parameter values for that specific scalar field in the presence of the specific known flow field. Although gradient descent methods might be applicable here, an easier approach (that avoids having to calculate gradients) is to employ the direct search method (also known as compass search or pattern search) [21,22]. Furthermore, because it does not require gradient information, direct search is robust even when the objective function lacks smoothness or continuity.…”
Section: Parameter Optimizationmentioning
confidence: 99%