Scribd Logo
Upload

Welcome to Scribd!

  • Random Search

    Uploaded by

    saheb_ju
    3 views6 pages
    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.

    Original Description:

    gbf

    Original Title

    Prob03

    Copyright

    © © All Rights Reserved

    Available Formats

    DOCX, PDF, TXT or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document
    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.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as docx, pdf, or txt
    3 views6 pages

    Random Search

    Uploaded by

    saheb_ju
    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.

    Copyright:

    © All Rights Reserved
    Download as DOCX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as docx, pdf, or txt
    of 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