Changeset 1633 for coliny/trunk/doc/uguide/soliswets.doc
- Timestamp:
- 10/23/01 17:58:19 (7 years ago)
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coliny/trunk/doc/uguide/soliswets.doc
r1632 r1633 7 7 8 8 The class SWOpt provides a framework for implementing the 9 stochastic direct search algorithms described by Solis and 10 \if GeneratingLaTeX \latexonly Wets~\cite{SolWet81}. \endlatexonly \endif 11 \if GeneratingHTML Wets [SolWet81]. \endif 12 \if GeneratingLaTeX \latexonly Figure~\ref{swfig} \endlatexonly \endif 13 \if GeneratingHTML Figure <b>SW-1</b> \endif 9 stochastic direct search algorithms described by Solis and \if GeneratingLaTeX \latexonly Wets~\cite{SolWet81}. \endlatexonly \endif \if GeneratingHTML Wets [SolWet81]. \endif \if GeneratingLaTeX \latexonly Figure~\ref{swfig} \endlatexonly \endif \if GeneratingHTML Figure <b>SW-1</b> \endif 14 10 provides pseudo-code for the 15 11 main loop of SWOpt. These algorithms generate a new iterate using 16 coordinate-wise iterates. If the new iterate is better than the12 coordinate-wise steps. If the new iterate is better than the 17 13 current iterate then it is accepted and the algorithm repeats. 18 14 Otherwise the algorithm considers a step in the opposite direction. If … … 105 101 106 102 if (n_succ >= max_succ) 107 n \_succ=0103 n_succ=0 108 104 rho = ex_factor * rho 109 105 endif … … 115 111 \endcode 116 112 117 \b SW-1:Pseudo-code for the Solis-Wets algorithms.113 <b> SW-1:</b> Pseudo-code for the Solis-Wets algorithms. 118 114 \endif 119 115