Heuristic Pattern Search for Bound Constrained Minimax Problems [chapter]

Isabel A. C. P. Espírito Santo, Edite M. G. P. Fernandes
2011 Lecture Notes in Computer Science  
This paper presents a pattern search algorithm and its hybridization with a random descent search for solving bound constrained minimax problems. The herein proposed heuristic pattern search method combines the Hooke and Jeeves (HJ) pattern and exploratory moves with a randomly generated approximate descent direction. Two versions of the heuristic algorithm have been applied to several benchmark minimax problems and compared with the original HJ pattern search algorithm.
doi:10.1007/978-3-642-21931-3_15 fatcat:eidtbugewfgktjf42ganehfzwy