Pattern search algorithms for mixed variable programming

Many engineering optimization problems involve a special kind of discrete v ariable that can be represented by a number, but this representation has no significance. Such variables arise when a decision involves some situation like a choice from an unordered list of categories. This has two implicati ons: The standard approach of solving problems with continuous relaxations of discrete variables is not available, and the notion of local optimality must be defined through a user-specified set of neighboring points. We pres ent a class of direct search algorithms to provide limit points that satisf y some appropriate necessary conditions for local optimality for such probl ems. We give a more expensive version of the algorithm that guarantees addi tional necessary optimality conditions. A small example illustrates the dif ferences between the two versions. A real thermal insulation system design problem illustrates the efficacy of the user controls for this class of alg orithms.