On the convergence of grid-based methods for unconstrained optimization

Citation
Id. Coope et Cj. Price, On the convergence of grid-based methods for unconstrained optimization, SIAM J OPTI, 11(4), 2001, pp. 859-869
Citations number
10
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON OPTIMIZATION
ISSN journal
10526234 → ACNP
Volume
11
Issue
4
Year of publication
2001
Pages
859 - 869
Database
ISI
SICI code
1052-6234(20010424)11:4<859:OTCOGM>2.0.ZU;2-5
Abstract
The convergence of direct search methods for unconstrained minimization is examined in the case where the underlying method can be interpreted as a gr id or pattern search over successively refined meshes. An important aspect of the main convergence result is that translation, rotation, scaling, and shearing of the successive grids are allowed.