We have searched for Θ + (1540) and Ξ −− (1862) pentaquark candidates in proton-induced reactions on C, Ti, and W targets at midrapidity and √ s = 41.6     G e V . In 2 × 10 8 inelastic events we find no evidence for narrow ( σ ≈ 5     M e V ) signals in the Θ + → p K 0 S and Ξ −− → Ξ − π − channels; our 95% C.L. upper limits (UL) for the inclusive production cross section times branching fraction B   d σ / d y | y ≈ 0 are ( 4 - 16 ) μ b / N for a Θ + mass between 1521 and 1555 MeV, and 2.5 μ b / N for the Ξ −− . The UL of the yield ratio of Θ + / Λ ( 1520 ) < ( 3 - 12 ) % is significantly lower than model predictions. Our UL of B   Ξ −− / Ξ ( 1530 ) 0 < 4 % is at variance with the results that have provided the first evidence for the Ξ −− .