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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. âPositive basis and a class of direct search techniques€ť. ''Scientia Sinica'' 'Zhongguo Kexue ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
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] [Amazon] |
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] [Amazon] |
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] [Amazon] |
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] [Amazon] |
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] [Amazon] |
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] [Amazon] |
