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Scholars Bulletin (SB)
Volume-2 | Issue-01 | Sch. Bull.; 2016, 2(1): 11-14
Research Article
A pattern search method with non-monotone strategy
Changyuan Li, Qinghua Zhou
Published : Jan. 15, 2016
DOI : N/A
Abstract
Abstract: In this paper, we propose and analyze a new non-monotone pattern search method for unconstrained optimization problems. Actually, we combined a new strategy of non-monotone technique with the traditional pattern search method. Then some properties of the new algorithm are analyzed. Theoretical analysis shows that the new proposed method has a global convergence under some mild conditions.
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