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Frame Based Methods for Unconstrained Optimization

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Abstract

This paper describes a wide class of direct search methods for unconstrained optimization, which make use of fragments of grids called frames. Convergence is shown under mild conditions which allow successive frames to be rotated, translated, and scaled relative to one another.

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Authors and Affiliations

  1. Department of Mathematics and Statistics, University of Canterbury, Christchurch, New Zealand

    I. D. Coope (Senior Lecturer)

  2. Department of Mathematics and Statistics, University of Canterbury, Christchurch, New Zealand

    C. J. Price (Lecturer)

Authors
  1. I. D. Coope
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  2. C. J. Price
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Coope, I.D., Price, C.J. Frame Based Methods for Unconstrained Optimization. Journal of Optimization Theory and Applications 107, 261–274 (2000). https://doi.org/10.1023/A:1026429319405

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  • DOI: https://doi.org/10.1023/A:1026429319405

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