Why Pattern Search Works

Pattern search methods are a class of direct search methods for nonlinear optimization. Since the introduction of the original pattern search methods in the late 1950s and early 1960s, they have remained popular with users due to their simplicity and the fact that they work well in practice on a variety of problems. More recently, the fact that they are provably convergent has generated renewed interest in the nonlinear programming community. The purpose of this article is to describe what pattern search methods are and why they work.

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