Virginia Torczon

A trust-region framework for managing the use of approximation models in optimization

On the Convergence of Pattern Search Algorithms

We introduce an abstract definition of pattern search methods for solving nonlinear unconstrained optimization problems. Our definition unifies an important collection of optimi...

Direct Search Methods on Parallel Machines

This paper describes an approach to constructing derivative-free algorithms for unconstrained optimization that are easy to implement on parallel machines. A special feature of ...

Multidirectional search: a direct search algorithm for parallel machines

In recent years there has been a great deal of interest in the development of optimization algorithms which exploit the computational power of parallel computer architectures. W...