MULTIDIMENSIONAL OPTIMIZATION USING PATTERN SEARCH.
LOUISIANA STATE UNIV BATON ROUGE COLL OF ENGINEERING
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PATERN is a multidimensional search technique employing essentially a pattern search strategy modified to contain constraints. It is written in general form and can be easily used for virtually all non-linear or parameter optimization problems. PATERN is a deceptively simple optimization program when compared with the more sophisticated techniques. However, it has proven to be one of the best general purpose optimizations programs and is one of the few techniques which can handle virtually any type constraint or boundary on the variables to be searched. PATERN is organized as a subroutine called by a main program. Once called and initiated PATERN minimizes a criterion function, cost, defined by the user in the user written subroutine PROC. Before each functional evaluation PATERN check for constraint violations by calling the user program BOUNDS. After completion of the search PATERN returns the optimum parameters and the minimum criterion function to the main program. Author
- Operations Research
- Computer Programming and Software