一类不需要梯度的数值优化方法Hooke&Jeeves我要分享

A numerical optimization method without gradient Hooke & Jeeves

HOOKE-JEEVES derivative-free Hooke-&-Jeeves C8ZD As-One

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中文说明:

模式搜索(也称为直接搜索、无导数搜索或黑盒搜索)是一类不需要梯度的数值优化方法。因此,它可以用于不连续或不可微的函数。其中一种模式搜索方法是“收敛”(见下文),它基于正基理论。优化试图在多维可能性分析空间中找到最佳匹配(具有最低错误值的解决方案)。


English Description:

Pattern search (also known as direct search, derivative free search or black box search) is a numerical optimization method without gradient. Therefore, it can be used for discontinuous or nondifferentiable functions. One of the pattern search methods is "convergence" (see below), which is based on positive basis theory. Optimization attempts to find the best match (the solution with the lowest error value) in the multidimensional possibility analysis space.


代码预览

Hooke&Jeeves\Chapter17.pdf

Hooke&Jeeves\f1.m

Hooke&Jeeves\f2.m

Hooke&Jeeves\Hooke_Jeeves.m

Hooke&Jeeves\main.m

Hooke&Jeeves