A pattern search method with non-monotone strategy
Journal Title: Scholars Bulletin - Year 2016, Vol 2, Issue 1
Abstract
Abstract: In this paper, we propose and analyze a new non-monotone pattern search method for unconstrained optimization problems. Actually, we combined a new strategy of non-monotone technique with the traditional pattern search method. Then some properties of the new algorithm are analyzed. Theoretical analysis shows that the new proposed method has a global convergence under some mild conditions. Keywords: unconstrained optimization, pattern search methods, non-monotone technique, global convergence.
Authors and Affiliations
Changyuan Li, Qinghua Zhou
Keywords
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