Second Order Behavior of Pattern Search
Author | : |
Publisher | : |
Total Pages | : 17 |
Release | : 2004 |
ISBN-10 | : OCLC:227896872 |
ISBN-13 | : |
Rating | : 4/5 (72 Downloads) |
Download or read book Second Order Behavior of Pattern Search written by and published by . This book was released on 2004 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt: Abstract. Previous analyses of pattern search algorithms for unconstrained and linearly constrained minimization have focused on proving convergence of a subsequence of iterates to a limit point satisfying either directional or first-order necessary conditions for optimality, depending on the smoothness of the objective function in a neighborhood of the limit point. Even though pattern search methods require no derivative information, we are able to prove some limited directional second-order results. Although not as strong as classical second-order necessary conditions, these results are stronger than the first order conditions that many gradient-based methods satisfy. Under fairly mild conditions, we can eliminate from consideration all strict local maximizers and an entire class of saddle points.