MCS algorithm

MCS algorithm

Multilevel Coordinate Search (MSC) is an algorithm for bound constrained global optimization using function values only.

To do so, the n-dimensional search space is represented by a set of non-intersecting hypercubes (boxes). The boxes are then iteratively split along an axis plane according to the value of the function at a representative point of the box and the box's size. These two splitting criteria combine to form a global search by splitting large boxes and a local search by splitting areas for which the function value is good.

Additionally a local search combining a quadratic interpolant of the function and line searches can be used to augment performance of the algorithm.

External links

* [http://www.mat.univie.ac.at/~neum/software/mcs/ Homepage of the algorithm]
* [http://www.mat.univie.ac.at/~neum/glopt/janka/dix_sze_eng.html Performance of the algorithm relative to others]


Wikimedia Foundation. 2010.

Игры ⚽ Поможем написать курсовую

Look at other dictionaries:

  • MCS — may refer to any of the following:In medicine *MC S (Metabolic Cell Support), an immune system activator *Microscopy, Culture and Sensitivity, laboratory testing for pathogenic organisms *Multiple chemical sensitivity, Idiopathic Environmental… …   Wikipedia

  • BRST algorithm — Boender Rinnooy Stougie Timmer algorithm (BRST) is an optimization algorithm suitable for finding global optimum of black box functions. In their paper Boender et al cite journal | author = Boender, C.G.E., A.H.G. Rinnooy Kan, L. Strougie and G.T …   Wikipedia

  • Lanczos algorithm — The Lanczos algorithm is an iterative algorithm invented by Cornelius Lanczos that is an adaptation of power methods to find eigenvalues and eigenvectors of a square matrix or the singular value decomposition of a rectangular matrix. It is… …   Wikipedia

  • Simplex algorithm — In mathematical optimization theory, the simplex algorithm, created by the American mathematician George Dantzig in 1947, is a popular algorithm for numerical solution of the linear programming problem. The journal Computing in Science and… …   Wikipedia

  • List of numerical analysis topics — This is a list of numerical analysis topics, by Wikipedia page. Contents 1 General 2 Error 3 Elementary and special functions 4 Numerical linear algebra …   Wikipedia

  • Category:Optimization algorithms — An optimization algorithm is an algorithm for finding a value x such that f(x) is as small (or as large) as possible, for a given function f, possibly with some constraints on x. Here, x can be a scalar or vector of continuous or discrete values …   Wikipedia

  • List of mathematics articles (M) — NOTOC M M estimator M group M matrix M separation M set M. C. Escher s legacy M. Riesz extension theorem M/M/1 model Maass wave form Mac Lane s planarity criterion Macaulay brackets Macbeath surface MacCormack method Macdonald polynomial Machin… …   Wikipedia

  • Molecule mining — This page describes mining for molecules. Since molecules may be represented by molecular graphs this is strongly related to graph mining and structured data mining. The main problem is how to represent molecules while discriminating the data… …   Wikipedia

  • History of mathematics — A proof from Euclid s Elements, widely considered the most influential textbook of all time.[1] …   Wikipedia

  • Muḥammad ibn Mūsā al-Khwārizmī — al Khwārizmī redirects here. For other uses, see al Khwārizmī (disambiguation). Muḥammad ibn Mūsā al Khwārizmī …   Wikipedia

Share the article and excerpts

Direct link
Do a right-click on the link above
and select “Copy Link”