Tuesday, May 21
2:45-4:25 PM
Esquinalt

MS24
Recent Developments in Non-Derivative Optimization Methods

During the past five years, there has been renewed interest in nonderivative methods, particularly for problems in which function evaluations are so expensive or complicated that exact or approximate derivatives cannot be calculated at reasonable cost. The need for research is heightened because direct search methods, notably the 1965 NelderMead method and variants, are widely used in practice despite serious deficiencies in theory and performance. The three speakers will cover a range of very recent theoretical and numerical research in nonderivative optimization: trustregion methods using quadratic interpolation; a new class of direct search methods based on `fortified descent'; and convergence properties of the original NelderMead method.

Organizer: Margaret H. Wright,
Bell Laboratories

Trust Region Methods that Employ Quadratic Interpolation to the Objective Function
Michael J.D. Powell, University of Cambridge, United Kingdom
Direct Search Methods with Fortified Descent: An Update
Paul Y. Tseng, University of Washington
Theoretical and Numerical Properties of the Nelder-Mead Method
Margaret H. Wright, Organizer

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MEM, 3/18/96