Accession Number : ADA322273
Title : Rank Ordering and Positive Bases in Pattern Search Algorithms.
Descriptive Note : Contractor rept.,
Corporate Author : INSTITUTE FOR COMPUTER APPLICATIONS IN SCIENCE AND ENGINEERING HAMPTON VA
Personal Author(s) : Lewis, Robert M. ; Torczon, Virginia
PDF Url : ADA322273
Report Date : DEC 1996
Pagination or Media Count : 27
Abstract : We present two new classes of pattern search algorithms for unconstrained minimization: the rank ordered and the positive basis pattern search methods. These algorithms can nearly halve the worst case cost of an iteration compared to the classical pattern search algorithms. The rank ordered pattern search methods are based on a heuristic for approximating the direction of steepest descent while the positive basis pattern search methods are motivated by a generalization of the geometry characteristic of the patterns of the classical methods. We describe the new classes of algorithms and present the attendant global convergence analysis.
Descriptors : *ALGORITHMS, *HEURISTIC METHODS, *PATTERN RECOGNITION, MATRICES(MATHEMATICS), APPROXIMATION(MATHEMATICS), CONVERGENCE, RANK ORDER STATISTICS, STEEPEST DESCENT METHOD.
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE