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On the convergence of pattern search algorithms. (English) Zbl 0884.65053
The authors introduce an abstract definition of pattern search methods for solving nonlinear unconstrained optimization problems \(f(x)\to \text{minimum}_{x \in \mathbb{R}^n}\), where \(f\) is a continuously differentiable function. The purpose of the given paper is the generalization of direct search methods and to give a global convergence theory.

MSC:
65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
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