Journals
Publish with us
Publishing partnerships
About us
Blog
Journal of Optimization
+
Journal Menu
Journal overview
For authors
For reviewers
For editors
Table of Contents
Special Issues
Submit
Journal of Optimization
/
2014
/
Article
/
Alg 1
Research Article
Equal Angle Distribution of Polling Directions in Direct-Search Methods
Algorithm 1
The directional direct-search method of [
1
].
(0)
Initialization
let
be a (possibly infinite) set of positive spanning sets
(1)
Iteration
S
E
A
RCH
evaluate
on a finite set of points
(on a mesh if
)
P
OLL
(optional if S
E
ARCH
is successful)
Choose
, order the set of P
OLL
points
, and evaluate
on
(2)
Updates
if
the iteration is successful (i.e. there exists
or
such that
or
.)
or
maintain or increase the step size:
else
(the iteration fails)
decrease the step size:
goto
(1) if stopping criteria are not met