On the Local Convergence of Pattern Search
Abstract
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.
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 2000
- Accession Number
- ADA383721
Entities
People
- Elizabeth D. Dolan
- Robert M. Lewis
- Virginia Torczon