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Title: Evolutionary pattern search algorithms for unconstrained and linearly constrained optimization

Abstract

The authors describe a convergence theory for evolutionary pattern search algorithms (EPSAs) on a broad class of unconstrained and linearly constrained problems. EPSAs adaptively modify the step size of the mutation operator in response to the success of previous optimization steps. The design of EPSAs is inspired by recent analyses of pattern search methods. The analysis significantly extends the previous convergence theory for EPSAs. The analysis applies to a broader class of EPSAs,and it applies to problems that are nonsmooth, have unbounded objective functions, and which are linearly constrained. Further, they describe a modest change to the algorithmic framework of EPSAs for which a non-probabilistic convergence theory applies. These analyses are also noteworthy because they are considerably simpler than previous analyses of EPSAs.

Authors:
Publication Date:
Research Org.:
Sandia National Labs., Albuquerque, NM (US); Sandia National Labs., Livermore, CA (US)
Sponsoring Org.:
US Department of Energy (US)
OSTI Identifier:
756064
Report Number(s):
SAND2000-1395J
TRN: AH200021%%394
DOE Contract Number:
AC04-94AL85000
Resource Type:
Journal Article
Resource Relation:
Journal Name: IEEE Transactions on Evolutionary Computation; Other Information: Submitted to IEEE Transactions on Evolutionary Computation; PBD: 1 Jun 2000
Country of Publication:
United States
Language:
English
Subject:
99 GENERAL AND MISCELLANEOUS//MATHEMATICS, COMPUTING, AND INFORMATION SCIENCE; CONVERGENCE; ALGORITHMS; PATTERN RECOGNITION; OPTIMIZATION

Citation Formats

HART,WILLIAM E. Evolutionary pattern search algorithms for unconstrained and linearly constrained optimization. United States: N. p., 2000. Web.
HART,WILLIAM E. Evolutionary pattern search algorithms for unconstrained and linearly constrained optimization. United States.
HART,WILLIAM E. Thu . "Evolutionary pattern search algorithms for unconstrained and linearly constrained optimization". United States. doi:. https://www.osti.gov/servlets/purl/756064.
@article{osti_756064,
title = {Evolutionary pattern search algorithms for unconstrained and linearly constrained optimization},
author = {HART,WILLIAM E.},
abstractNote = {The authors describe a convergence theory for evolutionary pattern search algorithms (EPSAs) on a broad class of unconstrained and linearly constrained problems. EPSAs adaptively modify the step size of the mutation operator in response to the success of previous optimization steps. The design of EPSAs is inspired by recent analyses of pattern search methods. The analysis significantly extends the previous convergence theory for EPSAs. The analysis applies to a broader class of EPSAs,and it applies to problems that are nonsmooth, have unbounded objective functions, and which are linearly constrained. Further, they describe a modest change to the algorithmic framework of EPSAs for which a non-probabilistic convergence theory applies. These analyses are also noteworthy because they are considerably simpler than previous analyses of EPSAs.},
doi = {},
journal = {IEEE Transactions on Evolutionary Computation},
number = ,
volume = ,
place = {United States},
year = {Thu Jun 01 00:00:00 EDT 2000},
month = {Thu Jun 01 00:00:00 EDT 2000}
}