Accession Number:

ADA037019

Title:

An Improved Direct Search Numerical Optimization Procedure.

Descriptive Note:

Interim rept.,

Corporate Author:

NEW JERSEY INST OF TECH NEWARK

Personal Author(s):

Report Date:

1977-02-01

Pagination or Media Count:

61.0

Abstract:

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

Subject Categories:

  • Theoretical Mathematics
  • Computer Programming and Software

Distribution Statement:

APPROVED FOR PUBLIC RELEASE