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Frame Based Methods for Unconstrained Optimization
Authors:I D Coope  C J Price
Institution:(1) Department of Mathematics and Statistics, University of Canterbury, Christchurch, New Zealand;(2) Department of Mathematics and Statistics, University of Canterbury, Christchurch, New Zealand
Abstract:This paper describes a wide class of direct search methods for unconstrained optimization, which make use of fragments of grids called frames. Convergence is shown under mild conditions which allow successive frames to be rotated, translated, and scaled relative to one another.
Keywords:derivative free optimization  positive basis methods  convergence analysis  frame based methods
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