Compass search (i.e., pattern search) optimization. Gradient free optimization algorithm that probes each cardindal direction. More...
#include <limits>#include "concepts/optimization_algorithm.h"#include "concepts/lossfunction.h"#include "concepts/parameter.h"Go to the source code of this file.
Classes | |
| struct | compass< LOSSFUNC, PARAM, BOX > |
| Compass Search. More... | |
Namespaces | |
| namespace | bbm |
Functions | |
| BBM_CHECK_CONCEPT (concepts::optimization_algorithm, compass< lossfunction<>, parameter<> >) | |
Compass search (i.e., pattern search) optimization. Gradient free optimization algorithm that probes each cardindal direction.
Follows the algorithm on page 402 from: "Optimization by Direct Search: New Perspectives on Some Classical and Modern Methods" [Kolda et al. 2003]: https://doi.org/10.1137/S003614450242889