On the Local Convergence of Pattern Search

@article{Dolan2000OnTL,
  title={On the Local Convergence of Pattern Search},
  author={Elizabeth D. Dolan and Robert Michael Lewis and Virginia Torczon},
  journal={SIAM Journal on Optimization},
  year={2000},
  volume={14},
  pages={567-583}
}
We examine the local convergence properties of pattern search methods, complementing the previously established global convergence properties for this class of algorithms. We show that the step-length control parameter which appears in the definition of pattern search algorithms provides a reliable asymptotic measure of first-order stationarity. This gives an analytical justification for a traditional stopping criterion for pattern search methods. Using this measure of first-order stationarity… CONTINUE READING

Citations

Publications citing this paper.
SHOWING 1-10 OF 66 CITATIONS, ESTIMATED 27% COVERAGE

245 Citations

01020'01'04'08'12'16
Citations per Year
Semantic Scholar estimates that this publication has 245 citations based on the available data.

See our FAQ for additional information.

References

Publications referenced by this paper.

Similar Papers

Loading similar papers…