Numerical study of some feasible direction methods in mathematical programming

1983 ◽  
Vol 40 (1) ◽  
pp. 1-23
Author(s):  
M. Arioli ◽  
A. Laratta ◽  
O. Menchi
Keyword(s):  
Mathematical Programming ◽  
Numerical Study ◽  
Feasible Direction ◽  
Feasible Direction Methods

An Improved Direct Search Mathematical Programming Algorithm

1975 ◽  
Vol 97 (4) ◽  
pp. 1305-1310 ◽  
Author(s):  
M. Pappas ◽  
J. Y. Moradi
Keyword(s):  
Mathematical Programming ◽  
Direction Finding ◽  
Direct Search ◽  
Pattern Search ◽  
New Method ◽  
Programming Algorithm ◽  
Test Problems ◽  
Feasible Direction ◽  
Search Termination

An improved, nonlinear, constrained algorithm is presented, coupling a rotating coordinate pattern search with a feasible direction finding procedure used at points of pattern search termination. The procedure is compared with eighteen algorithms, including most of the popular methods, on ten test problems. These problems are such that the majority of codes failed to solve more than half of them. The new method proved superior to all others in the overall generality and efficiency rating, being the only one solving all problems.

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