M. J. D. Powell, A survey of numerical methods for unconstrained optimization, SIAM Review, 12 (1970), pp. 79--97.  Home/Search   Document Not in Database   Summary   Related Articles   Check

....that attempts to locate a maximizing point using function values only, and which does not attempt to estimate derivatives of f . Such methods are usually based on heuristics that do not involve assumptions about the function f . Various direct search methods have been developed; for surveys see [43], 51] and [52] Most of these methods were developed in the 1960s, in the early days of numerical optimization. For problems in which f is smooth, direct search methods have largely been supplanted by more sophisticated optimization methods that use derivatives (such as quasi Newton methods and ....

....it is not necessary to locate a maximum to high accuracy and objective functions are usually non smooth. Note that these disadvantages are not necessarily shared by methods that implicitly or explicitly estimate derivatives using function values, such as methods based on conjugate directions [43, 44]; however, these are not normally regarded as direct search methods. The rest of this paper is organized as follows. In section 2 we summarize related work and explain what is new about our approach. In section 3 we describe the alternating directions (AD) method and the multi directional search ....

M. J. D. Powell, A survey of numerical methods for unconstrained optimization, SIAM Review, 12 (1970), pp. 79--97.

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M.J.D. Powell. A survey of numerical methods for unconstrained optimization. SIAM Rev. 12, 79 (1970).

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M. J. D. Powell, "A Survey of Numerical Methods for Unconstrained Optimization", SIAM Review, Vol. 12, No. 1, January 1970, pp. 79-97.

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