## Direct Search Algorithms for Optimization Calculations (1998)

Citations: | 61 - 2 self |

### BibTeX

@MISC{Powell98directsearch,

author = {M. J. D. Powell},

title = {Direct Search Algorithms for Optimization Calculations},

year = {1998}

}

### Years of Citing Articles

### OpenURL

### Abstract

: Many different procedures have been proposed for optimization calculations when first derivatives are not available. Further, several researchers have contributed to the subject, including some who wish to prove convergence theorems, and some who wish to make any reduction in the least calculated value of the objective function. There is not even a key idea that can be used as a foundation of a review, except for the problem itself, which is the adjustment of variables so that a function becomes least, where each value of the function is returned by a subroutine for each trial vector of variables. Therefore the paper is a collection of essays on particular strategies and algorithms, in order to consider the advantages, limitations and theory of several techniques. The subjects that are addressed are line search methods, the restriction of vectors of variables to discrete grids, the use of geometric simplices, conjugate direction procedures, trust region algorithms that form linear or...