An Efficient Pattern Search Method

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DOI: 10.4236/jamp.2013.14013    5,181 Downloads   7,587 Views  Citations

ABSTRACT

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.

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Zhang, X. , Zhou, Q. and Wang, Y. (2013) An Efficient Pattern Search Method. Journal of Applied Mathematics and Physics, 1, 68-72. doi: 10.4236/jamp.2013.14013.

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