Randomized Pattern Search
IEEE Transactions on ComputersPublished 1 April 1972
Joseph Lawrence, Kenneth Steiglitz
Citations39
SJR quartileQ1
SJR score1.16
SNIP1.61
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TL;DR
A random search technique for function minimization is proposed that incorporates the step-size and direction adaptivity of Hooke and Jeeves' pattern search.
Abstract
A random search technique for function minimization is proposed that incorporates the step-size and direction adaptivity of Hooke and Jeeves' [1] pattern search. Experimental results for a variety of functions indicate that the random pattern search is more effective than the corresponding deterministic method for a class of problems with hard constraints.
Keywords
Computer Science
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