From: stevenj Date: Fri, 7 Sep 2007 01:58:11 +0000 (-0400) Subject: document CRS2 X-Git-Url: http://www.chiark.greenend.org.uk/ucgi/~ianmdlvl/git?a=commitdiff_plain;h=563754629bb9e70b88f817f91be9da83cf031b66;p=nlopt.git document CRS2 darcs-hash:20070907015811-c8de0-542d55f7f9027b6341e97ac2d4f7eacf1929e940.gz --- diff --git a/api/nlopt_minimize.3 b/api/nlopt_minimize.3 index 5ae35d3..b208d02 100644 --- a/api/nlopt_minimize.3 +++ b/api/nlopt_minimize.3 @@ -278,6 +278,11 @@ other variants of this algorithm: (same without preconditioning), and .B NLOPT_LD_TNEWTON (same without restarting or preconditioning). +.TP +.B NLOPT_GN_CRS2_LM +Global (G) derivative-free (N) optimization using controlled random +search (CRS2) algorithm of Price, with the "local mutation" (LM) +modification suggested by Kaelo and Ali. .SH STOPPING CRITERIA Multiple stopping criteria for the optimization are supported, as specified by the following arguments to diff --git a/octave/nlopt_minimize.m b/octave/nlopt_minimize.m index 3f0c30c..68fec75 100644 --- a/octave/nlopt_minimize.m +++ b/octave/nlopt_minimize.m @@ -51,11 +51,7 @@ % optimization. Names with _*N_ are derivative-free, while names % with _*D_ are gradient-based algorithms. Algorithms: % -% NLOPT_GN_DIRECT, NLOPT_GN_DIRECT_L, NLOPT_GN_DIRECT_L_RAND, -% NLOPT_GN_DIRECT_NOSCAL, NLOPT_GN_DIRECT_L_NOSCAL, -% NLOPT_GN_DIRECT_L_RAND_NOSCAL, NLOPT_GN_ORIG_DIRECT, NLOPT_GN_ORIG_DIRECT_L, -% NLOPT_LN_SUBPLEX, NLOPT_GD_STOGO, NLOPT_GD_STOGO_RAND, NLOPT_LD_LBFGS, -% NLOPT_LN_PRAXIS, NLOPT_LD_VAR1, NLOPT_LD_VAR2 +% NLOPT_GN_DIRECT, NLOPT_GN_DIRECT_L, NLOPT_GN_DIRECT_L_RAND, NLOPT_GN_DIRECT_NOSCAL, NLOPT_GN_DIRECT_L_NOSCAL, NLOPT_GN_DIRECT_L_RAND_NOSCAL, NLOPT_GN_ORIG_DIRECT, NLOPT_GN_ORIG_DIRECT_L, NLOPT_LN_SUBPLEX, NLOPT_GD_STOGO, NLOPT_GD_STOGO_RAND, NLOPT_LD_LBFGS, NLOPT_LN_PRAXIS, NLOPT_LD_VAR1, NLOPT_LD_VAR2, NLOPT_LD_TNEWTON, NLOPT_LD_TNEWTON_RESTART, NLOPT_LD_TNEWTON_PRECOND, NLOPT_LD_TNEWTON_PRECOND_RESTART, NLOPT_GN_CRS2_LM % % For more information on individual functions, see their individual % help pages (e.g. "help NLOPT_LN_SUBPLEX").