Direct Search
Direct search is an efficient algorithm for solving smooth or nonsmooth optimization problems. Trypatternsearch
first for most nonsmooth problems.
Functions
Live Editor Tasks
Optimize | Optimize or solve equations in the Live Editor |
Topics
Direct Search Optimization Basics
Optimize Using the GPS Algorithm
Provides an example of solving an optimization problem using pattern search.
编码和最小化Objective Function Using Pattern Search
Shows how to write an objective function including 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
Use constraints in direct search.
Effects of Pattern Search Options
Visualize and tune direct search.
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.
Examples showing the utility of search in addition to poll methods.
Specialized Tasks
Examines the effects of polling options, including theUseCompletePoll
option.
Examines the effect of different mesh expansion and contraction factors.
Shows how to write and use a plot function forpatternsearch
.
Pattern Search Climbs Mount Washington
Shows the stepspatternsearch
takes 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.
Optimizing an objective given by the solution to an ODE usingpatternsearch
orga
in serial or parallel.
Direct Search Background
Introduces direct search and pattern search.
Explains some basic pattern search terminology.
How Pattern Search Polling Works
Provides an overview of direct search algorithms.
Describes how search methods work with polling steps.
Stopping conditions and their associated options.
Nonlinear Constraint Solver Algorithm
解释了增广拉格朗日模式搜索(ALPS).
Describes the options for pattern search.