A particle swarm pattern search method for bound constrained nonlinear optimization

In this paper we develop, analyze, and test a new algorithm for the global minimization of a function subject to simple bounds without the use of derivatives. The underlying algorithm is a pattern search method, more speci cally a coordinate search method, which guarantees convergence to stationary...

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Bibliographic Details
Main Author: Vaz, A. Ismael F. (author)
Other Authors: Vicente, L. N. (author)
Format: other
Language:eng
Published: 2006
Subjects:
Online Access:http://hdl.handle.net/10316/11372
Country:Portugal
Oai:oai:estudogeral.sib.uc.pt:10316/11372