PSwarm: a hybrid solver for linearly constrained global derivative-free optimization

@article{Vaz2009PSwarmAH,
  title={PSwarm: a hybrid solver for linearly constrained global derivative-free optimization},
  author={A. Ismael F. Vaz and Lu{\'i}s N. Vicente},
  journal={Optimization Methods and Software},
  year={2009},
  volume={24},
  pages={669-685}
}
PSwarm was developed originally for the global optimization of functions without derivatives and where the variables are within upper and lower bounds. The underlying algorithm used is a pattern search method, or more specifically, a coordinate search method, which guarantees convergence to stationary points from arbitrary starting points. In the (optional) search step of coordinate search, the algorithm incorporates a particle swarm scheme for dissemination of points in the feasible region… CONTINUE READING

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