C# Class SwarmOps.Optimizers.PS

Pattern Search (PS), an early variant was originally due to Fermi and Metropolis at the Los Alamos nuclear laboratory, as described by Davidon (1). It is also sometimes called compass search. This is a slightly different variant by Pedersen (2). It works for a wide variety of optimization problems, especially when only few iterations are allowed. It does, however, stagnate rather quickly.

References: (1) W.C. Davidon. Variable metric method for minimization. SIAM Journal on Optimization, 1(1):1{17, 1991 (2) M.E.H. Pedersen. Tuning & Simplifying Heuristical Optimization. PhD Thesis, University of Southampton, 2010.

Inheritance: Optimizer

ファイルを表示 Open project: DanWBR/dwsim3

Public Methods

Method	Description
Optimize ( double parameters ) : Result	Perform one optimization run and return the best found solution.
PS ( )	Construct the object.
PS ( Problem problem )	Construct the object.

Method Details

Optimize() public method

Perform one optimization run and return the best found solution.

public Optimize ( double parameters ) : Result
parameters	double	Control parameters for the optimizer.
return	Result

PS() public method

Construct the object.

public PS ( )

PS() public method

Construct the object.

public PS ( Problem problem )
problem	Problem	Problem to optimize.