An Efficient Pattern Search Method  

作　　者：Xiaoli Zhang Qinghua Zhou Yue Wang 

机构地区：[1]College of Mathematics and Computer Science, Hebei University, Baoding, 071002, Hebei, China

出　　处：《Journal of Applied Mathematics and Physics》2013年第4期68-72,共5页应用数学与应用物理（英文）

摘　　要：Pattern search algorithms is one of most frequently used methods which were designed to solve the derivative-free optimization problems. Such methods get growing need with the development of science, engineering, economy and so on. Inspired by the idea of Hooke and Jeeves, we introduced an integer m in the algorithm which controls the number of steps of iteration update. We mean along the descent direction to allow the algorithm to?go ahead m steps at most to explore whether we can get better solution further. The experiment proved the strategy’s efficiency.Pattern search algorithms is one of most frequently used methods which were designed to solve the derivative-free optimization problems. Such methods get growing need with the development of science, engineering, economy and so on. Inspired by the idea of Hooke and Jeeves, we introduced an integer m in the algorithm which controls the number of steps of iteration update. We mean along the descent direction to allow the algorithm to?go ahead m steps at most to explore whether we can get better solution further. The experiment proved the strategy’s efficiency.

关 键 词：UNCONSTRAINED OPTIMIZATION DERIVATIVE-FREE OPTIMIZATION Pattern SEARCH Methods POSITIVE BASES 

分 类 号：R73[医药卫生—肿瘤]