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Pattern search method: deterministic iterative zero order algorithm 1.0
File ID: 78969






Pattern search method: deterministic iterative zero order algorithm 1.0
Download Pattern search method: deterministic iterative zero order algorithm 1.0http://www.mathworks.comReport Error Link
License: Freeware
File Size: 10.0 KB
Downloads: 17
Submit Rating:
Pattern search method: deterministic iterative zero order algorithm 1.0 Description
Description: 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.

License: Freeware

Related: order algorithm, pattern search, Minimize, work function, Vector, Pattern, algorithm pattern, algorithm step, be used, can be, preceded, iter, Algorithm, variables function, used for the, minimum size, objective function, minimum point, max iterations, In

O/S:BSD, Linux, Solaris, Mac OS X

File Size: 10.0 KB

Downloads: 17



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