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Timestamp:
10/23/01 17:58:19 (7 years ago)
Author:
DEVsgopt
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Author: WEH
Notes : Final update of documentation for Version 2.0 release.

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  • coliny/trunk/doc/uguide/soliswets.doc

    r1632 r1633  
    77 
    88The 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 
     9stochastic 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 
    1410provides pseudo-code for the 
    1511main loop of SWOpt.  These algorithms generate a new iterate using 
    16 coordinate-wise iterates.  If the new iterate is better than the 
     12coordinate-wise steps.  If the new iterate is better than the 
    1713current iterate then it is accepted and the algorithm repeats. 
    1814Otherwise the algorithm considers a step in the opposite direction.  If 
     
    105101   
    106102  if (n_succ >= max_succ) 
    107      n\_succ=0 
     103     n_succ=0 
    108104     rho = ex_factor * rho 
    109105  endif 
     
    115111\endcode 
    116112 
    117 \b SW-1: Pseudo-code for the Solis-Wets algorithms. 
     113<b> SW-1:</b> Pseudo-code for the Solis-Wets algorithms. 
    118114\endif 
    119115