C# 클래스 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.
상속: Optimizer
파일 보기 프로젝트 열기: DanWBR/dwsim3

공개 메소드들

메소드 설명
Optimize ( double parameters ) : Result

Perform one optimization run and return the best found solution.

PS ( )

Construct the object.

PS ( Problem problem )

Construct the object.

메소드 상세

Optimize() 공개 메소드

Perform one optimization run and return the best found solution.
public Optimize ( double parameters ) : Result
parameters double Control parameters for the optimizer.
리턴 Result

PS() 공개 메소드

Construct the object.
public PS ( )

PS() 공개 메소드

Construct the object.
public PS ( Problem problem )
problem Problem Problem to optimize.