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.
Cite this paper
Zhang, X. , Zhou, Q. and Wang, Y. (2013) An Efficient Pattern Search Method. Journal of Applied Mathematics and Physics
, 68-72. doi: 10.4236/jamp.2013.14013
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