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Pattern search for optimization

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  • Findler, Nicholas V.
  • Lo, Cher
  • Lo, Ron

Abstract

We describe a relatively inexpensive but rather effective version of pattern search technique to optimize multi-dimensional, implicitly specified, non-smooth functions (those with ridges, plateaus, discontinuities). It is based on the heuristic of repeating the best search direction found in exploratory moves as long as the response function improves. We also deal with the problem of generating adequately dispersed and an apropriate number of starting points to overcome noise and the danger of getting trapped in local optima.

Suggested Citation

  • Findler, Nicholas V. & Lo, Cher & Lo, Ron, 1987. "Pattern search for optimization," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 29(1), pages 41-50.
    • Handle: RePEc:eee:matcom:v:29:y:1987:i:1:p:41-50
    DOI: 10.1016/0378-4754(87)90065-6
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    References listed on IDEAS

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    1. Findler, Nicholas V. & Morgado, Ernesto, 1983. "Morph-fitting: An effective technique of approximation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 25(5), pages 417-429.
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