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Pattern search (optimization)

Pattern search is a family of numerical optimization methods that does not require a gradient. As a result, it can be used on functions that are not continuous or differentiable. One such pattern search method is "convergence", which is based on the theory of positive bases. Optimization attempts to find the best match in a multidimensional analysis space of possibilities.

History
The name "pattern search" was coined by Hooke and Jeeves. An early and simple variant is attributed to Fermi and Metropolis when they worked at the Los Alamos National Laboratory. It is described by Davidon, as follows: == Convergence ==
Convergence
Convergence is a pattern search method proposed by Yu, who proved that it converges using the theory of positive bases. Later, Torczon, Lagarias and co-authors == See also ==
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