Hooke–Jeeves pattern search

Quick Reference

A search procedure for finding the minimum (or maximum) of a multidimensional surface. An original base point is chosen. This is followed by exploratory moves, changing the values of one variable at a time, and resulting, in general, in a new base point. A pattern move is now made, the new point being dictated by the values of the preceding base points. The alternating sequence of exploratory and pattern moves continues until convergence.

Subjects: Probability and Statistics.

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