Robert Michael Lewis: Direct Search Methods

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Direct search methods for nonlinear optimization

Direct search methods are a class of algorithms for nonlinear optimization that do not explicitly use derivatives of the function being minimized nor the functions defining the constraints in the optimization problem. This feature makes them attractive and useful in many applications such as those that arise in engineering optimization.

My publications on direct search may be found here.

Last updated at Sunday, 14-Jun-2009 07:36:58 EDT.
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