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. © 2011 Springer-Verlag.
CITATION STYLE
Santo, I. A. C. P. E., & Fernandes, E. M. G. P. (2011). Heuristic pattern search for bound constrained minimax problems. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 6784 LNCS, pp. 174–184). https://doi.org/10.1007/978-3-642-21931-3_15
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