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Unformatted text preview: f ( x ) < ∞ Δ > : initial mesh size. Poll step : for k = 0 , 1 ,... If f ( t ) < f ( x k ) for some t ∈ P k := { x k ± Δ k e i : i ∈ N } , then set x k +1 = t and Δ k +1 = Δ k ; otherwise x k is a local minimum with respect to P k , set x k +1 = x k and Δ k +1 = Δ k 2 . Audet and Vicente (SIOPT 2008) Unconstrained optimization 22/109 Coordinate search x =(2 , 2) T , Δ =1 • f =4401 Audet and Vicente (SIOPT 2008) Unconstrained optimization 23/109 Coordinate search x =(2 , 2) T , Δ =1 • f =4401 Audet and Vicente (SIOPT 2008) Unconstrained optimization 23/109...
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This document was uploaded on 10/30/2011 for the course FIN 3403 at University of Florida.
 Spring '06
 Tapley
 Finance

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