Direct Search

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

Direct search is an efficient algorithm for solving smooth or nonsmooth optimization problems. Trypatternsearchfirst for most nonsmooth problems.

Functions

patternsearch Find minimum of function using pattern search

`optimoptions`	Create optimization options
`resetoptions`	Reset options

Optimize or solve equations in the Live Editor

Optimize Nonsmooth Function Using patternsearch, Problem-Based
Basic example minimizing a nonsmooth function in the problem-based approach.
Constrained Minimization Using Pattern Search, Problem-Based
Usepatternsearchto minimize an objective function subject to bounds and nonlinear constraints.
Effects of Pattern Search Options, Problem-Based
Visualize and tune direct search in the problem-based approach.
Search and Poll, Problem-Based
Examples showing the utility of search in addition to poll methods in the problem-based approach.

Optimize Using the GPS Algorithm
Provides an example of solving an optimization problem using pattern search.
编码和最小化目标函数使用Pattern Search
展示了如何编写一个目标函数包括extra parameters or vectorization.
Constrained Minimization Using patternsearch and Optimize Live Editor Task
Example using linear constraints and nonlinear constraints inpatternsearch.
Constrained Minimization Using Pattern Search, Solver-Based
Use constraints in direct search.
Effects of Pattern Search Options
Visualize and tune direct search.
Set Options
Shows how to set and examine options forpatternsearch.
Optimization of Stochastic Objective Function
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.

Polling Types
Examines the effects of polling options, including theUseCompletePolloption.
Set Mesh Options
Examines the effect of different mesh expansion and contraction factors.
Custom Plot Function
Shows how to write and use a plot function forpatternsearch.
Pattern Search Climbs Mount Washington
Shows the stepspatternsearchtakes by using custom plot functions.
Optimization of Stochastic Objective Function
Pattern search can minimize a function even in the presence of noise.
Vectorize the Objective and Constraint Functions
How to gain speed using vectorized function evaluations.
Optimize an ODE in Parallel
Optimizing an objective given by the solution to an ODE usingpatternsearchorgain serial or parallel.

What Is Direct Search?
Introduces direct search and pattern search.
Pattern Search Terminology
Explains some basic pattern search terminology.
How Pattern Search Polling Works
Provides an overview of direct search algorithms.
Searching and Polling
Describes how search methods work with polling steps.
Setting Solver Tolerances
Stopping conditions and their associated options.
Nonlinear Constraint Solver Algorithm
Explains the Augmented Lagrangian Pattern Search (ALPS).
Pattern Search Options
Explore the options for pattern search.