An Improved Direct Search Numerical Optimization Procedure.
NEW JERSEY INST OF TECH NEWARK
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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
- Theoretical Mathematics
- Computer Programming and Software