Pattern Search (optimization)
   HOME



picture info

Pattern Search (optimization)
Pattern search (also known as direct search, derivative-free search, or black-box search) is a family of numerical optimization methods that does not require a gradient. As a result, it can be used on functions that are not continuous or differentiable. One such pattern search method is "convergence" (see below), which is based on the theory of positive bases. Optimization attempts to find the best match (the solution that has the lowest error value) in a multidimensional analysis space of possibilities. History The name "pattern search" was coined by Hooke and Jeeves. An early and simple variant is attributed to Fermi and Metropolis when they worked at the Los Alamos National Laboratory. It is described by Davidon, as follows: Convergence Convergence is a pattern search method proposed by Yu, who proved that it converges using the theory of positive bases.*Yu, Wen Ci. 1979. �Positive basis and a class of direct search techniques��. ''Scientia Sinica'' 'Zhongguo Kexue ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  




Direct Search BROYDEN
Direct may refer to: Mathematics * Directed set, in order theory * Direct limit of (pre), sheaves * Direct sum of modules, a construction in abstract algebra which combines several vector spaces Computing * Direct access (other), a method of accessing data in a database * Direct connect (other), various methods of telecommunications and computer networking * Direct memory access, access to memory by hardware subsystems independently of the CPU Entertainment * Direct (Tower of Power album), ''Direct'' (Tower of Power album) * Direct (Vangelis album), ''Direct'' (Vangelis album) * Direct (EP), ''Direct'' (EP), by The 77s Other uses * Direct (music symbol), a music symbol used in music notation that is similar to a catchword in literature * Nintendo Direct, an online presentation frequently held by Nintendo * Mars Direct, a proposal for a crewed mission to Mars * DIRECT, a proposed space shuttle-derived launch vehicle * DirectX, a proprietary dynamic medi ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Iterative Method
In computational mathematics, an iterative method is a Algorithm, mathematical procedure that uses an initial value to generate a sequence of improving approximate solutions for a class of problems, in which the ''i''-th approximation (called an "iterate") is derived from the previous ones. A specific implementation with Algorithm#Termination, termination criteria for a given iterative method like gradient descent, hill climbing, Newton's method, or Quasi-Newton method, quasi-Newton methods like Broyden–Fletcher–Goldfarb–Shanno algorithm, BFGS, is an algorithm of an iterative method or a method of successive approximation. An iterative method is called ''Convergent series, convergent'' if the corresponding sequence converges for given initial approximations. A mathematically rigorous convergence analysis of an iterative method is usually performed; however, heuristic-based iterative methods are also common. In contrast, direct methods attempt to solve the problem by a finit ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Random Optimization
Random optimization (RO) is a family of numerical optimization methods that do not require the gradient of the optimization problem and RO can hence be used on functions that are not continuous or differentiable. Such optimization methods are also known as direct-search, derivative-free, or black-box methods. The name random optimization is attributed to Matyas who made an early presentation of RO along with basic mathematical analysis. RO works by iteratively moving to better positions in the search-space which are sampled using e.g. a normal distribution surrounding the current position. Algorithm Let f: \mathbb^ \rarr \mathbb be the fitness or cost function which must be minimized. Let x \isin \mathbb^ designate a position or candidate solution in the search-space. The basic RO algorithm can then be described as: * Initialize x with a random position in the search-space. * Until a termination criterion is met (e.g. number of iterations performed, or adequate fitness reach ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Hypersphere
In mathematics, an -sphere or hypersphere is an - dimensional generalization of the -dimensional circle and -dimensional sphere to any non-negative integer . The circle is considered 1-dimensional and the sphere 2-dimensional because a point within them has one and two degrees of freedom respectively. However, the typical embedding of the 1-dimensional circle is in 2-dimensional space, the 2-dimensional sphere is usually depicted embedded in 3-dimensional space, and a general -sphere is embedded in an -dimensional space. The term ''hyper''sphere is commonly used to distinguish spheres of dimension which are thus embedded in a space of dimension , which means that they cannot be easily visualized. The -sphere is the setting for -dimensional spherical geometry. Considered extrinsically, as a hypersurface embedded in -dimensional Euclidean space, an -sphere is the locus of points at equal distance (the ''radius'') from a given '' center'' point. Its interior, consisting of ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Random Search
Random search (RS) is a family of numerical optimization methods that do not require the gradient of the optimization problem, and RS can hence be used on functions that are not continuous or differentiable. Such optimization methods are also known as direct-search, derivative-free, or black-box methods. Anderson in 1953 reviewed the progress of methods in finding maximum or minimum of problems using a series of guesses distributed with a certain order or pattern in the parameter searching space, e.g. a confounded design with exponentially distributed spacings/steps. This search goes on sequentially on each parameter and refines iteratively on the best guesses from the last sequence. The pattern can be a grid (factorial) search of all parameters, a sequential search on each parameter, or a combination of both. The method was developed to screen the experimental conditions in chemical reactions by a number of scientists listed in Anderson's paper. A MATLAB code reproducing the sequ ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Uniform Distribution (continuous)
In probability theory and statistics, the continuous uniform distributions or rectangular distributions are a family of symmetric probability distributions. Such a distribution describes an experiment where there is an arbitrary outcome that lies between certain bounds. The bounds are defined by the parameters, a and b, which are the minimum and maximum values. The interval can either be closed (i.e. ,b/math>) or open (i.e. (a,b)). Therefore, the distribution is often abbreviated U(a,b), where U stands for uniform distribution. The difference between the bounds defines the interval length; all intervals of the same length on the distribution's support are equally probable. It is the maximum entropy probability distribution for a random variable X under no constraint other than that it is contained in the distribution's support. Definitions Probability density function The probability density function of the continuous uniform distribution is f(x) = \begin \dfrac & ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  




Luus–Jaakola
In computational engineering, Luus–Jaakola (LJ) denotes a heuristic for global optimization of a real-valued function. In engineering use, LJ is not an algorithm that terminates with an optimal solution; nor is it an iterative method that generates a sequence of points that converges to an optimal solution (when one exists). However, when applied to a twice continuously differentiable function, the LJ heuristic is a proper iterative method, that generates a sequence that has a convergent subsequence; for this class of problems, Newton's method is recommended and enjoys a quadratic rate of convergence, while no convergence rate analysis has been given for the LJ heuristic. In practice, the LJ heuristic has been recommended for functions that need be neither convex nor differentiable nor locally Lipschitz: The LJ heuristic does not use a gradient or subgradient when one be available, which allows its application to non-differentiable and non-convex problems. Proposed by Luus and Jaa ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Nelder–Mead Method
The Nelder–Mead method (also downhill simplex method, amoeba method, or polytope method) is a numerical method used to find the minimum or maximum of an objective function in a multidimensional space. It is a Pattern search (optimization), direct search method (based on function comparison) and is often applied to nonlinear Optimization (mathematics), optimization problems for which derivatives may not be known. However, the Nelder–Mead technique is a heuristic search method that can converge to Stationary point, non-stationary points * * (algorithm summary online). on problems that can be solved by alternative methods. * Yu, Wen Ci. 1979. "Positive basis and a class of direct search techniques". ''Scientia Sinica'' [''Zhongguo Kexue'']: 53—68. * Yu, Wen Ci. 1979. "The convergent property of the simplex evolutionary technique". ''Scientia Sinica'' [''Zhongguo Kexue'']: 69–77. * * The Nelder–Mead technique was proposed by John Nelder and Roger Mead in 1965, as ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Golden-section Search
The golden-section search is a technique for finding an extremum (minimum or maximum) of a function inside a specified interval. For a strictly unimodal function with an extremum inside the interval, it will find that extremum, while for an interval containing multiple extrema (possibly including the interval boundaries), it will converge to one of them. If the only extremum on the interval is on a boundary of the interval, it will converge to that boundary point. The method operates by successively narrowing the range of values on the specified interval, which makes it relatively slow, but very robust. The technique derives its name from the fact that the algorithm maintains the function values for four points whose three interval widths are in the ratio ''φ'':1:''φ'', where ''φ'' is the golden ratio. These ratios are maintained for each iteration and are maximally efficient. Excepting boundary points, when searching for a minimum, the central point is always less than or equal ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Michael J
Michael may refer to: People * Michael (given name), a given name * he He ..., a given name * Michael (surname), including a list of people with the surname Michael Given name * Michael (bishop elect)">Michael (surname)">he He ..., a given name * Michael (surname), including a list of people with the surname Michael Given name * Michael (bishop elect), English 13th-century Bishop of Hereford elect * Michael (Khoroshy) (1885–1977), cleric of the Ukrainian Orthodox Church of Canada * Michael Donnellan (fashion designer), Michael Donnellan (1915–1985), Irish-born London fashion designer, often referred to simply as "Michael" * Michael (footballer, born 1982), Brazilian footballer * Michael (footballer, born 1983), Brazilian footballer * Michael (footballer, born 1993), Brazilian footballer * Michael (footballer, born February 1996), Brazilian footballer * Michael (footballer, born March 1996), Brazilian footballer * Michael (footballer, born 1999), Brazilian football ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


Heuristic (computer Science)
A heuristic or heuristic technique (''problem solving'', ''Heuristic (psychology), mental shortcut'', ''rule of thumb'') is any approach to problem solving that employs a Pragmatism, pragmatic method that is not fully Mathematical optimisation, optimized, perfected, or Rationality, rationalized, but is nevertheless "good enough" as an approximation or attribute substitution. Where finding an optimal solution is impossible or impractical, heuristic methods can be used to speed up the process of finding a satisfactory solution. Heuristics can be mental shortcuts that ease the cognitive load of Decision-making, making a decision. Context Gigerenzer & Gaissmaier (2011) state that Set (mathematics), sub-sets of ''strategy'' include heuristics, regression analysis, and Bayesian inference. Heuristics are strategies based on rules to generate optimal decisions, like the anchoring effect and utility maximization problem. These strategies depend on using readily accessible, thoug ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]  


picture info

Optimization (mathematics)
Mathematical optimization (alternatively spelled ''optimisation'') or mathematical programming is the selection of a best element, with regard to some criteria, from some set of available alternatives. It is generally divided into two subfields: discrete optimization and continuous optimization. Optimization problems arise in all quantitative disciplines from computer science and engineering to operations research and economics, and the development of solution methods has been of interest in mathematics for centuries. In the more general approach, an optimization problem consists of maxima and minima, maximizing or minimizing a Function of a real variable, real function by systematically choosing Argument of a function, input values from within an allowed set and computing the Value (mathematics), value of the function. The generalization of optimization theory and techniques to other formulations constitutes a large area of applied mathematics. Optimization problems Opti ...
[...More Info...]      
[...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]