| Title |
Direct Search Methods: Once Scorned, Now Respectable |
| Author(s) |
Margaret Wright |
| Abstract |
The need to optimize a function whose derivatives
are unknown or non-existent arises in many contexts, particularly
in real-world applications. Various direct search methods, most
notably the Nelder-Mead ?simplex? method, were proposed in the
early 1960s for such problems, and have been enormously popular
with practitione ever since. Nonetheless, for 25 years these methods
were typically dismissed or ignored in the mainstream optimization
literature, primarily because of the lack of rigorous convergence
results. Since 1989, however, direct search methods have been
rejuvenated and made respectable. This talk will cover a (brief)
history of direct search methods, recent developments, and future
research directions.
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