Journal of Optimization / 2014 / Article / Alg 2

Research Article

Equal Angle Distribution of Polling Directions in Direct-Search Methods

Algorithm 2

The EADMADS algorithm.
(0) Initialization
   
(1) Iteration  
   SEARCH (optional)
     evaluate on a finite subset
   POLL (optional if SEARCH is successful)
     if the POLL size is the smallest one so far
       
     else
       
     find , compute and or
     evaluate on
(2) Updates
   if the iteration is successful (there exists or
    such that or )
      or
     
   else (the iteration fails)
     
     
   
   goto (1) if stopping criteria are not met