mesh adaptive direct search algorithms;
constrained optimization;
nonsmooth optimization;
D O I:
10.1137/060671267
中图分类号:
O29 [应用数学];
学科分类号:
070104 ;
摘要:
In [SIAM J. Optim., 17 (2006), pp. 188-217] Audet and Dennis proposed the class of mesh adaptive direct search (MADS) algorithms for minimization of a nonsmooth function under general nonsmooth constraints. The notation used in the paper evolved since the preliminary versions, and, unfortunately, even though the statement of Proposition 4.2 is correct, it is not compatible with the final notation. The purpose of this note is to show that the proposition is valid.