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  
   SEARCH
     evaluate on a finite set of points (on a mesh if   )
   POLL (optional if SEARCH is successful)
     Choose , order the set of POLL 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