On multi - directional
نویسنده
چکیده
The paper studies convergence properties of numerical optimization algorithms using the natural idea of searching in several directions and where one-processor computation is assumed. Global convergence theorems (with exact arithmetic) are proved for two classes of "descent" methods in IR n and for one class of such methods in Hilbert spaces in the framework of unconstrained problems and where inexact multidirectional search is also considered. Some ilustrative examples of multidirectional algorithms for Nonlinear Programming and Optimal Control problems are formulated and their theoretical convergence discussed.
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تاریخ انتشار 1995