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Unformatted text preview: For k = 0 , 1 ,... Search step : Evaluate f at a ﬁnite number of mesh points. Poll step : If the search failed, evaluate f at the poll points { x k + Δ k d : d ∈ D k } where D k ⊂ D is a positive spanning set. Parameter update : Set Δ k +1 < Δ k if no new incumbent was found, otherwise set Δ k +1 ≥ Δ k , and call x k +1 the new incumbent. Audet and Vicente (SIOPT 2008) Unconstrained optimization 29/109 Generalized pattern search x =(2 , 2) T , Δ =1 • f =4401 Audet and Vicente (SIOPT 2008) Unconstrained optimization 30/109 Generalized pattern search x =(2 , 2) T , Δ =1 • f =4401 Audet and Vicente (SIOPT 2008) Unconstrained optimization 30/109...
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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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