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Title: Stationarity results for generating set search for linearly constrained optimization.

Stationarity results for generating set search for linearly constrained optimization. We derive new stationarity results for derivative-free, generating set search methods for linearly constrained optimization. We show that a particular measure of stationarity is of the same order as the step length at an identifiable subset of the iterations. Thus, even in the absence of explicit knowledge of the derivatives of the objective function, we still have information about stationarity. These results help both unify the convergence analysis of several classes of direct search algorithms and clarify the fundamental geometrical ideas that underlie them. In addition, these results validate a practical stopping criterion for such algorithms.
Authors: ; ;
Publication Date:
OSTI Identifier:918255
Report Number(s):SAND2003-8550
TRN: US200818%%172
DOE Contract Number:AC04-94AL85000
Resource Type:Technical Report
Data Type:
Research Org:Sandia National Laboratories
Sponsoring Org:USDOE
Country of Publication:United States
Language:English
Subject: 97; 99 GENERAL AND MISCELLANEOUS//MATHEMATICS, COMPUTING, AND INFORMATION SCIENCE; ALGORITHMS; CONVERGENCE; INFORMATION RETRIEVAL; CALCULATION METHODS