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derivative_free_optimization

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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.

derivative_free_optimization.1337846019.txt.gz · Last modified: 2012/05/24 09:53 (external edit)