An Efficient Pattern Search Method
Xiaoli Zhang, Qinghua Zhou, Yue Wang · Journal of Applied Mathematics and Physics · 2013
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, we 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.