Scribd
Upload
22 views6 pages

Random Search

This document compares the results of four different optimization methods - random search, Latin hypercube sampling, univariate search, and Newton's method - in maximizing an unknown function f(x,y). For each method, the maximum value of f(x,y) is reported along with the coordinates x and y where this maximum occurs and the error at each iteration of the method.

Uploaded by

saheb_ju
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
22 views6 pages

Random Search

This document compares the results of four different optimization methods - random search, Latin hypercube sampling, univariate search, and Newton's method - in maximizing an unknown function f(x,y). For each method, the maximum value of f(x,y) is reported along with the coordinates x and y where this maximum occurs and the error at each iteration of the method.

Uploaded by

saheb_ju
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
You are on page 1/ 6

Random Search

Maximum
x y f(x,y) error
Iteration
20000 0.40114 -0.01215 0.875926 0.120013
40000 0.453737 -0.00217 0.892585 0.004878
60000 0.469458 -0.00122 0.891513 0.033475
80000 0.457238 0.010494 0.89064 0.024051
100000 0.464771 0.004401 0.891781 0.025035
120000 0.43763 -0.00519 0.890808 0.038405
140000 0.475769 0.004263 0.890078 0.0482
160000 0.45211 0.015865 0.888106 0.035316
180000 0.461107 0.005817 0.891831 0.019758
200000 0.451308 0.00292 0.892474 0.009243

Latin Hyper Cube Sampling

Maximum
x y f(x,y) error
Iteration
400 -0.4386 -0.53885 0.748134 2.295576
1600 -0.39087 -0.47842 0.771043 2.137739
3600 0.482078 0.009725 0.887186 0.064813
6400 0.416471 -0.00547 0.885004 0.084118

Univariate Search

Maximum
x y f(x,y) error
Iteration
1 0.454288 0.1 0.718585 0.347489
2 0.454288 -9.40E-12 0.892672 0.214978
3 0.454288 -9.40E-12 0.892672 6.72E-09

Newtons Method

Maximum
x y f(x,y) error
Iteration
1 0.426056 -0.0223 0.87978 0.142913
2 0.454647 0.000369 0.892669 0.036485
3 0.454288 -1.27E-09 0.892672 0.000515
4 0.454288 4.36E-23 0.892672 5.55E-08

You might also like