Pattern Search Algorithms for Mixed Variable Programming

@article{Audet2001PatternSA,
  title={Pattern Search Algorithms for Mixed Variable Programming},
  author={Charles Audet and John E. Dennis},
  journal={SIAM Journal on Optimization},
  year={2001},
  volume={11},
  pages={573-594}
}
Many engineering optimization problems involve a special kind of discrete variable that can be represented by a number, but this representation has no significance. Such variables arise when a decision involves some situation like a choice from an unordered list of categories. This has two implications: The standard approach of solving problems with continuous relaxations of discrete variables is not available, and the notion of local optimality must be defined through a user-specified set of… CONTINUE READING
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