Publications: direct search

There may be slight differences between the versions posted here and the published versions. In all cases, the published version should be considered to be the definitive version. Please respect all copyrights.

Active set identification for linearly constrained minimization without explicit derivatives , Robert Michael Lewis and Virginia Torczon,
SIAM Journal on Optimization, vol. 20, no. 3, pp. 1378-1405 .

An earlier version of this paper appear as College of William and Mary Department of Computer Science Technical Report WM-CS-2008-07, Active set identification without derivatives.

Keywords: active sets, constrained optimization, linear constraints, direct search, generating set search, generalized pattern search, derivative-free methods.

Asynchronous parallel generating set search for linearly constrained optimization , Joshua D. Griffin, Tamara G. Kolda, and Robert Michael Lewis,
SIAM Journal on Scientific Computing, vol. 30, no. 4, 2008, pp. 1892-1924 .

Keywords: nonlinear programming, constrained optimization, linear constraints, direct search, derivative-free optimization, generalized pattern search, generating set search, asynchronous parallel optimization, asynchronous parallel pattern search

Citations in .

Implementing generating set search methods for linearly constrained minimization , Robert Michael Lewis, Anne Shepherd, and Virginia Torczon,
SIAM Journal on Scientific Computing, vol. 29, no. 6, 2007, pp. 2507-2530 .

Keywords: nonlinear programming, nonlinear optimization, constrained optimization, linear constraints, degeneracy, direct search, generating set search, generalized pattern search, derivative-free methods, double description algorithm.

Citations in .

Stationarity results for generating set search for linearly constrained optimization, Tamara G. Kolda, Robert Michael Lewis, and Virginia Torczon,
SIAM Journal on Optimization, vol. 17, no. 4, November 2006, pp. 943-968. [Bibtex entry]

Keywords: Constrained optimization, linear constraints, global convergence analysis, direct search, generating set search, generalized pattern search, derivative-free methods, stopping criteria.

Citations in .

Optimization by direct search: New perspectives on some classical and modern methods, Tamara G. Kolda, Robert Michael Lewis, and Virginia Torczon,
SIAM Review, vol. 45, no. 3, September 2003, pp. 385-482.

Keywords: nonlinear programming, nonlinear optimization, direct search, pattern search, simplex search, positive bases, global convergence analysis, local convergence analysis, generating set search

Citations in .

On the local convergence properties of pattern search, Elizabeth D. Dolan, Robert Michael Lewis, and Virginia Torczon, SIAM Journal on Optimization, vol. 14, no. 2, 2003, pp. 567-583. [Bibtex entry]

Keywords: pattern search, local convergence analysis, global convergence analysis, desultory rate of convergence.

Citations in .

A globally convergent augmented Lagrangian pattern search algorithm for optimization with general constraints and simple bounds, Robert Michael Lewis and Virginia Torczon, SIAM Journal on Optimization, vol. 12, no. 4 (2002), pp. 1075-1089. [Bibtex entry]

Keywords: augmented Lagrangian, constrained optimization, direct search, nonlinear programming, pattern search.

Citations in .

Pattern search methods for linearly constrained minimization, Robert Michael Lewis and Virginia Torczon, SIAM Journal on Optimization, vol. 10, no. 3, 2000, pp. 917-941.

Keywords: pattern search, linearly constrained minimization.

Citations in .

Direct search methods: then and now, Robert Michael Lewis, Virginia Torczon, and Michael W. Trosset, Journal of Computational and Applied Mathematics, Volume 124, Issue 1-2, pages 191-207, 2000.

Keywords: Derivative-free optimization, direct search methods, pattern search methods

Citations in .

Pattern search methods for bound constrained minimization, Robert Michael Lewis and Virginia Torczon, SIAM Journal on Optimization, Volume 9, Number 4, pages 1082-1099, 1999. [Bibtex entry]

Keywords: Bound constrained optimization, convergence analysis, pattern search methods, direct search methods, globalization strategies, alternating variable search, axial relaxation, local variation, coordinate search, evolutionary operation, multidirectional search.

Citations in .