caa a22 4500 388057335 CHVBK 20180307125110.0 cr unu---uuuuu 161130e199801 xx s 000 0 eng 10.1017/S0962492900002841 doi S0962492900002841 pii (NATIONALLICENCE)cambridge-10.1017/S0962492900002841 Powell M. J. D. Department of Applied Mathematics and Theoretical Physics, University of Cambridge, Silver Street, Cambridge CBS 9EW, England. E-mail: mjdp@damtp.cam.ac.uk Direct search algorithms for optimization calculations [Elektronische Daten] [M. J. D. Powell] 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 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 quadratic approximations to the objective function, and simulated annealing. We study the main features of the methods themselves, instead of providing a catalogue of references to published work, because an understanding of these features may be very helpful to future research. Copyright © Cambridge University Press 1998 Acta Numerica Cambridge University Press 7(1998-01), 287-336 0962-4929 7<287 1998 7 ANU https://doi.org/10.1017/S0962492900002841 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1017/S0962492900002841 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Powell M. J. D. Department of Applied Mathematics and Theoretical Physics, University of Cambridge, Silver Street, Cambridge CBS 9EW, England. E-mail: mjdp@damtp.cam.ac.uk NATIONALLICENCE 773 0- Acta Numerica Cambridge University Press 7(1998-01), 287-336 0962-4929 7<287 1998 7 ANU CC0 http://creativecommons.org/publicdomain/zero/1.0 nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-cambridge