Question: Help on DirectSearch:-GlobalSearch

Hi all,

Anyone knows how to see a manual for DirectSearch:-GlobalSearch that explains what is done inside the function?

I tried to write "help(DirectSearch:-GlobalSearch)" and nothing. It opened an empty page written (no matches found). Is there any help for this function so I can know what's going on there?

More specifically, I'm trying solve the optimization probelm min(||Ax-b||_p) s.t. ||x||=1.

where A is a given matrix of size (n \times d)

b is a given vector of size (n \times 1)

p>0 is a scalar

and x is an unkown vector of size (d \times 1) that should be a unit vector.

I used DirectSearch:-GlobalSearch to solve this optimization problem. But since it's a non-convex optimization probelm, the function doesn't always return the optimal value. I want to read the manual of the function to understand what is done there and for which cases there are most chances that the function will not return the optimal value.

Thanks

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