> > > >ICASE Report No. 96-71 > >-------------------------------------------------------------------------- > > > > > > RANK ORDERING AND POSITIVE BASES IN > > PATTERN SEARCH ALGORITHMS > > > > Robert Michael Lewis & Virginia Torczon > > > > > >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. > > > > > >--------------------------------------------------------------------------- > >This ICASE Report is available at the following URL: > >ftp://ftp.icase.edu/pub/techreports/96/96-71.ps