Generalized pattern search methods for linearly equality constrained optimization problems
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摘要
Torczon and several persons have designed pattern search methods for unconstrained optimization problem, bound constrained, and linearly constrained optimization problems. In this paper, we shall consider linear equality constrained problems as unconstrained ones using generalized pattern search algorithm, except for a feasible starting point.
论文关键词：Generalized pattern search,Linear equality constraint,Convergence,Optimization,Positive bases,Positive spanning set
论文评审过程：Available online 18 April 2006.
论文官网地址：https://doi.org/10.1016/j.amc.2005.12.065
