Pattern search method: deterministic iterative zero order algorithm (Scripts) Publisher's description
from Andrea Cirillo
It's a deterministic iterative zero order algorithm that can be used to solve unconstrained optimization problem
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
for a correct work, the function 'pattern_search' must be preceded by a contour plot of the objective function to minimize.
System Requirements:MATLAB 7.11 (2010b)
Program Release Status: Major Update
Program Install Support: Install and Uninstall