Pattern search method: deterministic iterative zero order algorithm

It finds the relative minimum of a two variables function with the Pattern search method.
1K Downloads
Updated 25 Jan 2011

View License

It's a deterministic iterative zero order algorithm that can be used to solve unconstrained optimization problem. It finds the relative minimum of a two variables function with a deterministic iterative zero order algorithm.

% Pattern search method
% It finds the relative minimum of a two variables function with the Pattern search method.
% The inputs are:
% - f: matlab inline function of the function that you want minimize;
% - p0: initial point for the search algorithm
% - step_size: initial step used for the exploration phase
% - tolerance: it defines a stopping criterion on the minimum size of exploration phase's step_size
% - N_it: it defines a stopping criterion on the max iterations number
% The outpus are:
% - iter: the number of iterations done
% - min: the function's value in the relative minimum finded.
% - p_min: it's a vector for the minimum point of the objective function

%%%% IMPORTANT: %%%%
for a correct work, the function 'pattern_search' must be preceded by a contour plot of the objective function to minimize.

Cite As

Andrea Cirillo (2024). Pattern search method: deterministic iterative zero order algorithm (https://www.mathworks.com/matlabcentral/fileexchange/30173-pattern-search-method-deterministic-iterative-zero-order-algorithm), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2010b
Compatible with any release
Platform Compatibility
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
Version Published Release Notes
1.0.0.0