On the Convergence of Grid-Based Methods for Unconstrained Optimization

نویسندگان

  • I. D. Coope
  • C. J. Price
چکیده

The convergence of direct search methods for unconstrained minimization is examined in the case where the underlying method can be interpreted as a grid or pattern search over successively refined meshes. An important aspect of the main convergence result is that translation, rotation, scaling and shearing of the successive grids are allowed.

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عنوان ژورنال:
  • SIAM Journal on Optimization

دوره 11  شماره 

صفحات  -

تاریخ انتشار 2001