An Efficient Pattern Search Method

Xiaoli Zhang, Qinghua Zhou, Yue Wang

College of Mathematics and Computer Science, Hebei University, Baoding, 071002, Hebei, China.

DOI: 10.4236/jamp.2013.14013                

Abstract

Pattern search algorithms is one of most frequently used methods which were designed to solve the derivative-free optimization problems. Such methods get growing need with the development of science, engineering, economy and so on. Inspired by the idea of Hooke and Jeeves, we introduced an integer m in the algorithm which controls the number of steps of iteration update. We mean along the descent direction to allow the algorithm to go ahead m steps at most to explore whether we can get better solution further. The experiment proved the strategy’s efficiency.

Keywords

Unconstrained Optimization; Derivative-Free Optimization; Pattern Search Methods; Positive Bases

Conflicts of Interest

The authors declare no conflicts of interest.

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