We have searched for Θ+(1540) and Ξ−−(1862) pentaquark candidates in proton-inducedreactions on C, Ti, and W targets at midrapidity and s√=41.6 GeV. In 2×108 inelastic eventswe find no evidence for narrow (σ≈5 MeV) signals in the Θ+→pK0S and Ξ−−→Ξ−π− channels; our 95% C.L. upper limits (UL) forthe inclusive production cross section times branching fraction B dσ/dy $y ≈0 are (4-16) μb/N for a Θ+ mass between 1521 and 1555 MeV,and 2.5μb/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 evidencefor the Ξ−−