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CACD Group
updated 2005.08.16
Author Janez Puhan

Optimization methods

One can choose among several optimisation methods which are coded in the optimize command:
  • steepest descent
  • Newton's method
  • Davidon-Fletcher-Powell's method
  • random search
  • grid search method
  • search along coordinate axes
  • Powell's method
  • Hooke-Jeeves's method
  • constrained simplex method
  • simple genetic algorithm
  • simulated annealing algorithm
  • checking cost function in axes directions through current point
  • evaluating cost function across whole parameter space
Further description of a particular method can be found in the literature. Here are brief descriptions of optimisation methods and their parameters which can be manually adjusted:
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