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A direct search package for unconstrained minimization
Author(s) -
Rao M. V. C.,
Chandra K. S.
Publication year - 1984
Publication title -
international journal for numerical methods in engineering
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.421
H-Index - 168
eISSN - 1097-0207
pISSN - 0029-5981
DOI - 10.1002/nme.1620200908
Subject(s) - robustness (evolution) , minification , computer science , algorithm , descent (aeronautics) , sequence (biology) , mathematical optimization , mathematics , engineering , biochemistry , chemistry , genetics , biology , gene , aerospace engineering
A new direct search package is presented. Typical test functions solved establish the robustness and efficiency of the package. The most significant features of the package are that it works satisfactorily even in single precision and requires much less memory. It needs only the function values and the unidimensional search is totally dispensed with. Methods such as different descent techniques, the RMS procedure, the co‐ordinate movement technique and the gallop–canter equalization scheme form the sequence of strategies.