Pattern Search Algorithms for Mixed Variable Programming
| dc.contributor.author | Audet, Charles | |
| dc.contributor.author | Dennis, J.E. Jr. | |
| dc.date.accessioned | 2018-06-18T17:47:32Z | |
| dc.date.available | 2018-06-18T17:47:32Z | |
| dc.date.issued | 1999-05 | |
| dc.date.note | May 1999 (revised February 2000) | |
| dc.description.abstract | Many engineering optimization problems involve a special kind of discrete variable that can be represented by a number, but this representation has no significance. Such variables arise when a decision involves some situation like a choice from an unordered list of categories. This has two implications: The standard approach of solving problems with continuous relaxations of discrete variables is not available, and the notion of local optimality must be defined through a user-specified set of neighboring points. We present a class of direct search algorithms to provide limit points that satisfy some appropriate necessary conditions for local optimality for such problems. We give a more expensive, version of the algorithm that guarantees additional necessary optimality conditions. A small example illustrates the differences between the two versions. A real thermal insulation system design problem illustrates the efficacy of the user controls for this class of algorithms. | |
| dc.format.extent | 22 pp | |
| dc.identifier.citation | Audet, Charles and Dennis, J.E. Jr.. "Pattern Search Algorithms for Mixed Variable Programming." (1999) <a href="https://hdl.handle.net/1911/101908">https://hdl.handle.net/1911/101908</a>. | |
| dc.identifier.digital | TR99-02 | |
| dc.identifier.uri | https://hdl.handle.net/1911/101908 | |
| dc.language.iso | eng | |
| dc.title | Pattern Search Algorithms for Mixed Variable Programming | |
| dc.type | Technical report | |
| dc.type.dcmi | Text |
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