On the convergence of grid-based methods for unconstrained optimization

被引：68

作者：

Coope, ID ^{[1
]}

Price, CJ ^{[1
]}

机构：

[1] Univ Canterbury, Dept Math & Stat, Christchurch 1, New Zealand

来源：

SIAM JOURNAL ON OPTIMIZATION | 2001年 / 11卷 / 04期

关键词：

grid-based optimization; derivative-free optimization; positive basis methods; convergence analysis; multidirectional search;

D O I：

10.1137/S1052623499354989

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The convergence of direct search methods for unconstrained minimization is examined in the case where the underlying method can be interpreted as a grid or pattern search over successively refined meshes. An important aspect of the main convergence result is that translation, rotation, scaling, and shearing of the successive grids are allowed.

引用

页码：859 / 869

页数：11

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