Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4633401 | Applied Mathematics and Computation | 2008 | 7 Pages |
Abstract
This paper proposes a new frame-based pattern search algorithm for unconstrained optimization. The implementation of filter leads the sequence of function values at iterates {x(k)}{x(k)} nonmonotonically decreasing and thus motivates us to consider nonmonotone technique. Furthermore, the use of these two techniques can improve the efficiency of general pattern search algorithms. The numerical results show that the new algorithm is practical and efficient.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Ting Wu,