THE MOST ON DOCSITY
Find users

Direct Search Methods - Numerical Methods - Lecture Slides

Slides, Numerical Analysis

Post: April 16th, 2013
Description
Main points are: Direct Search Methods, Multi Dimensional, Objective Function, Coordinate Cycling Method, Determine Optimal Solution, Golden Search Method, Two-Dimensional Search Problem, First Iteration, Coordinate Direction
Main points are: Direct Search Methods, Multi Dimensional, Objective Function, Coordinate Cycling Method, Determine Optimal Solution, Golden Search Method, Two-Dimensional Search Problem, First Iteration, Coordinate Direction
-
Embed this document

Report Report

Reason:

Send Message

Login or register to download this document!

If you are already registered, login otherwise Register , it just takes 1 minute!

Uploaded by:

mmadhav

mmadhav
Universityuni_5documents_40doc_answ
Embed this document
Get the App
Contents
Multi Dimensional Direct Search Methods Docsity.com Multi Dimensional Direct Search Methods Method-Overview • Obvious approach is to enumerate all possible solutions and find the min or the max. – Very generally applicable but computationally complex • Direct search methods are open • A good initial estimate of the solution is required • The objective function need not be differentiable Docsity.com Coordinate Cycling Method • Starts from an initial point and looks for an optimal solution along each coordinate direction iteratively. • For a function with two independent variables x and y, starting at an initial point (x0,y0), the first iteration will first move along direction (1, 0) until an optimal solution is found for the function . • The next search involves searching along the direction (0,1) to determine the optimal value for the function. • Once searches in all directions are completed, the process is repeated in the next iteration and iterations continue..

Docsity.com

Learning becomes social!

Authentication required

This feature is reserved for registered user

Register Login

Docsity.com

Learning becomes social!

Authentication required

Hi!
In order to freely download all the documents on Docsity, please register or login:

Register Login