Direct Search Methods : Then and Now

@inproceedings{Lewis1994DirectSM,
  title={Direct Search Methods : Then and Now},
  author={Robert Michael Lewis and Virginia Torczon and Michael W. Trosset},
  year={1994}
}
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 classical direct search methods and discuss what research in the intervening years has uncovered… CONTINUE READING
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