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Pattern search algorithms for bound constrained minimization. (English) Zbl 1031.90047

The authors extend pattern search algorithms to bound constrained minimization of the form \[ \begin{aligned}\text{minimize }\quad & f(x)\\ \text{subject to }\quad & 1\leq x\leq u. \end{aligned} \] A general class of feasible point pattern search algorithms is developed and the global convergence to a Karush-Kuhn-Tucker-point is proved.

MSC:

90C30 Nonlinear programming
65K05 Numerical mathematical programming methods
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