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derivative_free_optimization [2012/05/24 09:53] prokop |
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====== Derivative Free Optimization ====== | ====== Derivative Free Optimization ====== | ||
- | http://en.wikipedia.org/wiki/Pattern_search_(optimization) | + | -http://en.wikipedia.org/wiki/Pattern_search_(optimization) |
- | http://en.wikipedia.org/wiki/Random_search | + | -http://en.wikipedia.org/wiki/Random_search |
- | http://en.wikipedia.org/wiki/Nelder%E2%80%93Mead_method (Ameba) | + | -http://en.wikipedia.org/wiki/Nelder%E2%80%93Mead_method (Ameba) |
Pattern search je relativne rychly protoze sampluje pouze vyznacne smery. Minimalne sampluje 1 smer, maximalne 2N. Pamatuje si predchozi smer takze se pohybuje effektivne. | Pattern search je relativne rychly protoze sampluje pouze vyznacne smery. Minimalne sampluje 1 smer, maximalne 2N. Pamatuje si predchozi smer takze se pohybuje effektivne. | ||
problem nastava v okamziku kdy se objevi uzke udoli sikme na hlavni osy. V tom pripade Pattern_search sice konverguje ale s velice kratkym krokem (aby se vlez do sirky udoli) coz vede k velkemu poctu potrebnych iteraci. | problem nastava v okamziku kdy se objevi uzke udoli sikme na hlavni osy. V tom pripade Pattern_search sice konverguje ale s velice kratkym krokem (aby se vlez do sirky udoli) coz vede k velkemu poctu potrebnych iteraci. | ||
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+ | Resenim je pouzit znalosti okolnich bodu k odhadu gradientu, pripadne i stredu paraboly. | ||
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+ | === algoritmus === | ||
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+ | == Pattern run == | ||
+ | - zvol smer ze zbylych a nasampluj ho | ||
+ | - je li energie nizsi, presun se | ||
+ | - je li energie vyzsi | ||
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