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direct search -凯发k8网页登录

pattern search solver for derivative-free optimization, constrained or unconstrained

direct search is an efficient algorithm for solving smooth or nonsmooth optimization problems. try patternsearch first for most nonsmooth problems.

functions

find minimum of function using pattern search
create optimization options
reset options

live editor tasks

optimizeoptimize or solve equations in the live editor

topics

problem-based direct search


  • basic example minimizing a nonsmooth function in the problem-based approach.

  • use patternsearch to minimize an objective function subject to bounds and nonlinear constraints.

  • visualize and tune direct search in the problem-based approach.

  • examples showing the utility of search in addition to poll methods in the problem-based approach.

solver-based direct search basics


  • provides an example of solving an optimization problem using pattern search.

  • shows how to write an objective function including extra parameters or vectorization.

  • example using linear constraints and nonlinear constraints in patternsearch.

  • this example shows the effect of choosing different patternsearch algorithms.

  • this example shows the effect of choosing different patternsearch algorithms using the optimize live editor task.
  • constrained minimization using pattern search, solver-based
    use constraints in direct search.
  • effects of pattern search options
    visualize and tune direct search.

  • shows how to set and examine options for patternsearch.

  • pattern search can minimize a function even in the presence of noise.
  • search and poll
    examples showing the utility of search in addition to poll methods.

solver-based specialized tasks


  • examines the effects of polling options, including the usecompletepoll option.

  • examines the effect of different mesh expansion and contraction factors.
  • custom plot function
    shows how to write and use a plot function for patternsearch.
  • pattern search climbs mount washington
    shows the steps patternsearch takes by using custom plot functions.

  • pattern search can minimize a function even in the presence of noise.

  • how to gain speed using vectorized function evaluations.
  • optimize odes in parallel
    save time by calling an expensive subroutine just once and computing an ode solution in parallel using patternsearch or ga.

direct search background


  • introduces direct search and pattern search.

  • explains some basic pattern search terminology.

  • provides an overview of direct search algorithms.

  • description of the nups algorithm.

  • describes how search methods work with polling steps.

  • stopping conditions and their associated options.

  • explains the augmented lagrangian pattern search (alps).
  • pattern search options
    explore the options for pattern search.
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