Abstract for 2001 SIAM Annual Meeting
The Local Convergence Properties of Pattern Search

Elizabeth Dolan, Robert Michael Lewis, and Virginia Torczon


We examine the local convergence properties of pattern search methods, complementing the previously established global convergence properties for this class of algorithms. We show that the step-length control parameter which appears in the definition of pattern search algorithms provides a reliable asymptotic measure of first-order stationarity. This gives an analytical justification for a traditional stopping criterion for pattern search methods. Using this measure of first-order stationarity, we analyze the behavior of pattern search in the neighborhood of an isolated local minimizer. We show that a recognizable subsequence converges r-linearly to the minimizer.