Mesh adaptive direct search algorithms for constrained optimization (vol 17, pg 188, 2006)

被引:31
作者
Audet, Charles [1 ]
Custodio, A. L. [2 ]
Dennis, J. E., Jr. [3 ]
机构
[1] Ecole Polytech, Gerad, Montreal, PQ H3C 3A7, Canada
[2] Univ Nova Lisboa, Dept Mat, FCT, P-2829516 Quinta Da Torre, Caparica, Portugal
[3] Rice Univ, Dept Appl & Computat Math, Seattle, WA 98136 USA
关键词
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.
引用
收藏
页码:1501 / 1503
页数:3
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[2]   Frame based methods for unconstrained optimization [J].
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JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2000, 107 (02) :261-274
[3]  
Davis C., 1954, American Journal of Mathematics, V76, P733, DOI [10.2307/2372648, DOI 10.2307/2372648]