期刊
SIAM JOURNAL ON OPTIMIZATION
卷 13, 期 1, 页码 97-116出版社
SIAM PUBLICATIONS
DOI: 10.1137/S1052623497330392
关键词
unconstrained minimization; derivative-free methods
In this paper, starting from the study of the common elements that some globally convergent direct search methods share, a general convergence theory is established for unconstrained minimization methods employing only function values. The introduced convergence conditions are useful for developing and analyzing new derivative-free algorithms with guaranteed global convergence. As examples, we describe three new algorithms which combine pattern and line search approaches.
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