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Pattern search method: deterministic iterative zero order algorithm 1.0

  Date Added: July 31, 2013  |  Visits: 247

Pattern search method: deterministic iterative zero order algorithm

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It's a deterministic iterative zero order algorithm that can be used to solve unconstrained optimization problem. It finds the relative minimum of a two variables function with a deterministic iterative zero order algorithm. Pattern search method It finds the relative minimum of a two variables function with the Pattern search method. The inputs are: - f: matlab inline function of the function that you want minimize; - p0: initial point for the search algorithm - step_size: initial step used for the exploration phase - tolerance: it defines a stopping criterion on the minimum size of exploration phase's step_size - N_it: it defines a stopping criterion on the max iterations number The outpus are: - iter: the number of iterations done - min: the function's value in the relative minimum finded. - p_min: it's a vector for the minimum point of the objective function IMPORTANT: for a correct work, the function 'pattern_search' must be preceded by a contour plot of the objective function to minimize.

Requirements: No special requirements
Platforms: Matlab
Keyword: Algorithm Algorithm Pattern Algorithm Step Be Used Can Be In Iter Max Iterations Minimize Minimum Point Minimum Size Objective Function Order Algorithm Pattern Pattern Search Preceded Used For The Variables Function Vector Work Function
Users rating: 0/10

License: Freeware Size: 10 KB
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PATTERN SEARCH METHOD: DETERMINISTIC ITERATIVE ZERO ORDER ALGORITHM RELATED
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