THE TANGENT SEARCH METHOD OF CONSTRAINED MINIMIZATION.
Technical rept. (Research paper),
NAVAL POSTGRADUATE SCHOOL MONTEREY CALIF
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This paper describes an adaptation of the Direct Search Method which is designed to find the local minimum of an arbitrary, explicitly-stated function of more than one variable, subject to arbitrary, non-linear constraints. This is sometimes called the general problem of mathematical programming. The algorithm given here usually performs its exploratory procedure in hyperplanes approximately tangent to the constraint hypersurfaces when the base point is in the vicinity of such boundaries. Therefore, the author designates it the Tangent Search Method. Calculation of the partial derivatives of a constraint function is necessary when it is violated. However, the method never requires evaluation of any derivative of the objective function. Performance of Tangent Search on various test problems discussed in this paper is generally superior or similar to results with three other recently-published algorithms. Author
- Operations Research