Pattern Search Methods for Linearly Constrained Minimization

@article{Lewis2000PatternSM,
  title={Pattern Search Methods for Linearly Constrained Minimization},
  author={Robert Michael Lewis and Virginia Torczon},
  journal={SIAM Journal on Optimization},
  year={2000},
  volume={10},
  pages={917-941}
}
Wc extend pattern search methods to linearly constrained minimization. We develop a general class of feasible point pattern scarch algorithms and provc global convergence to a Karush-KuhnTucker point. As in the case of unconstrained minimization, pattern search mcthods for lincarly constrained problems accomplish this without explicit rccoursc to the gradicnt or the directional derivative. Key to the analysis of the algorithms is the way in which the local search pattcrns conform to the… CONTINUE READING
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