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Set the Sherpa optimization method by name
set_method( optimization_method )
Set the Sherpa optimization method by name. The available
methods are:
| levmar |
The MINPACK subroutine LMDIF which minimizes the sum of the
squares of m nonlinear functions in n variables by a
modification of the Levenberg-Marquardt algoritm written
Burton S. Garbow, Kenneth E. Hillstrom, Jorge J. More
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| moncar |
The implementation of the moncar method is based on the
paper by Hedar A-R; Fukushima M. "Hybrid Simulated Annealing
and Direct Search Method for Nonlinear Unconstrained Global
Optimization", Optimization Methods and Software, Volume 17,
Number 5, 1 January 2002, pp. 891-912(22)
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| neldermead |
The implementation of the Nelder Mead Simplex direct search
is based on the paper: Jeffrey C. Lagarias, James A. Reeds,
Margaret H. Wright, Paul E. Wright "Convergence Properties
of the Nelder-Mead Simplex Algorithm in Low Dimensions",
SIAM Journal on Optimization,Vol. 9, No. 1 (1998), pages
112-147.
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| simann |
A simulated annealing search; see Goffe, Ferrier and Rogers,
"Global Optimization of Statistical Functions with Simulated
Annealing," Journal of Econometrics, vol. 60, no. 1/2,
Jan./Feb. 1994, pp. 65-100.
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| simplex |
same as the neldermead method |
sherpa> set_method('neldermead')
Set the optimization method as the Nelder Mead simplex.
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