A Comparison of Two Alternative Unconstrained Non-Linear Optimization Techniques.
NAVAL POSTGRADUATE SCHOOL MONTEREY CALIF
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Two alternative methods for optimizing an unconstrained non-linear function are investigated and compared. The investigations are made subject to a restriction as to the number of function evaluations available to conduct the optimization procedures. Powells method of conjugate directions is employed as the direct search method and is considered the reference method. The alternate method is based on fitting a quadratic surface to the available function evaluations and optimizing over the resulting fitted surface. The test functions considered in the investigation were limited to unimodal functions. Author
- Operations Research