An Improved Direct Search Numerical Optimization Procedure.

摘要

An improved, nonlinear, constrained mathematical programming optimization algorithm coupling a rotating coordinate pattern search with a feasible direction finding procedure used at points of pattern search termination is presented. The procedure is compared with nineteen popular algorithms, on ten test problems in which the majority of codes failed at least 50% of the time. Only the new method solved all problems, particularly in the case of constrained problems where it was best. (Author)