Transcription of Recursive Modi ed Pattern Search on High-dimensional ...
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Recursive Modi ed Pattern Search on High-dimensional ...
Noname manuscript No. (will be inserted by the editor). Recursive Modified Pattern Search on High-dimensional Simplex : A Blackbox Optimization Technique Priyam Das [ ] 31 Jan 2019. Received: date / Accepted: date Abstract In this paper, a novel derivative-free Pattern Search based algorithm for Black-box optimization is proposed over a simplex constrained parameter space. At each iteration, starting from the current solution, new possible set of solutions are found by adding a set of derived step-size vectors to the ini- tial starting point.
Black-box objective function can be consid-ered similar to any other Blackbox device where for any given input of the Fig. 1 Blackbox mechanics. values of the parameters, only the value of the objective function is observed without any further knowledge about the structure, continuity or di erentia-bility of that objective function.
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