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On the local convergence of pattern search
| Content Provider | NASA Technical Reports Server (NTRS) |
|---|---|
| Author | Lewis, Robert Michael Dolan, Elizabeth D. Torczon, Virginia |
| Copyright Year | 2000 |
| Description | We examine the local convergence properties of pattern search methods, complementing the previously established global convergence properties for this class of algorithms. We show that the step-length control parameter which appears in the definition of pattern search algorithms provides a reliable asymptotic measure of first-order stationarity. This gives an analytical justification for a traditional stopping criterion for pattern search methods. Using this measure of first-order stationarity, we analyze the behavior of pattern search in the neighborhood of an isolated local minimizer. We show that a recognizable subsequence converges r-linearly to the minimizer. |
| File Size | 1051517 |
| File Format | |
| Language | English |
| Publisher Date | 2000-09-01 |
| Access Restriction | Open |
| Subject Keyword | Numerical Analysis Euclidean Geometry Algorithms Iterative Solution Integrals Searching Problem Solving Optimization Matrices Mathematics Convergence Ntrs Nasa Technical Reports Server (ntrs) Nasa Technical Reports Server Aerodynamics Aircraft Aerospace Engineering Aerospace Aeronautic Space Science |
| Content Type | Text |
| Resource Type | Article |
