Direct search methods: then and now

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Direct Search Methods: Then and Now

We discuss direct search methods for unconstrained optimization. We give a modern perspective on this classical family of derivative-free algorithms, focusing on the development of direct search methods during their golden age from 1960 to 1971. We discuss how direct search methods are characterized by the absence of the construction of a model of the objective. We then consider a number of the...

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ژورنال

عنوان ژورنال: Journal of Computational and Applied Mathematics

سال: 2000

ISSN: 0377-0427

DOI: 10.1016/s0377-0427(00)00423-4