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Search Algorithms

This topic contains the following sections:

SearchAlgorithm includes GridSearch and RandomSearch implementations. These are very simple algorithms can be used for other optimization algorithms benchmarking and simple optimization problems solving.

The GridSearch algorithm consistently searches for the best objective value over finite size grid. So, this algorithm supports only SearchAlgorithmICountableFactor parameters (SearchAlgorithmCategoricalFactor and SearchAlgorithmDiscreteFactor classes). The parameters combination occurs only once on the all optimization run.

The RandomSearch algorithm randomly searches for the best objective value. Comparing to the GridSearch this algorithm supports also SearchAlgorithmContinuousFactor type. The disadvantage of this class is duplicate parameters combination possibility.

Implementation

Next most important methods and properties are featured in the class:

Method

Description

PropertyFactors

The algorithm factors property.

methodRun

Runs the search algorithm.

PropertyMinimumObjectiveValue

The minimal objective value have found.

PropertyMinimumObjectivePoint

The parameters point at which the minimal objective value have were found.

PropertyExitDelegate

The exit conditions delegate.

See Also