An Efficient Pattern Search Method

Pattern search algorithms is one of most frequently used methods which were designed to solve the derivative-free optimization problems. Such methods get growing need with the development of science, engineering, economy and so on. Inspired by the idea of Hooke and Jeeves, we introduced an integer m in the algorithm which controls the number of steps of iteration update. We mean along the descent direction to allow the algorithm to go ahead m steps at most to explore whether we can get better solution further. The experiment proved the strategy’s efficiency.