Abstract for Sixth SIAM Conference on Optimization
Exploring the Full Flexibility of Pattern Search

Elizabeth Dolan and Virginia Torczon


The theory for pattern search suggests a multitude of interesting possibilities for the development of robust algorithms. We will discuss several of these alternatives and present preliminary numerical results for some of these variants. In particular, we will highlight the simple (versus sufficient) decrease condition that distinguishes pattern search analysis from that for gradient-based algorithms and discuss what impact this condition has both on the design of practical algorithms and on the numerical behavior one may observe in practice.