TITLE:
An Efficient Pattern Search Method
AUTHORS:
Xiaoli Zhang, Qinghua Zhou, Yue Wang
KEYWORDS:
Unconstrained Optimization; Derivative-Free Optimization; Pattern Search Methods; Positive Bases
JOURNAL NAME:
Journal of Applied Mathematics and Physics,
Vol.1 No.4,
November
14,
2013
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 togo ahead m steps at most to explore whether we can get
better solution further. The experiment proved the strategy’s efficiency.