Nanosurf Lab

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====== Derivative Free Optimization ====== 

   -http://en.wikipedia.org/wiki/Pattern_search_(optimization)
   -http://en.wikipedia.org/wiki/Random_search
   -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.

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.

Resenim je pouzit znalosti okolnich bodu k odhadu gradientu, pripadne i stredu paraboly.


=== algoritmus ===

== Pattern run ==
   - zvol smer ze zbylych a nasampluj ho
   - je li energie nizsi, presun se
   - je li energie vyzsi

Nanosurf Lab

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