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`` Direct Search'' Solution of Numerical and Statistical Problems

`` Direct Search'' Solution of Numerical and Statistical Problems "Direct S e a r c h " S o l u t i o n o f N u m e r i c a l a n d Statistical Problems* ROBERT HOOKEAnd T. A. JEEVES Westinghouse Research Laboratories, Pittsburgh, Pennsylvania 1. Introduction In dealing with numerical problems for which classical methods of solution are unfeasible, many people have tried various procedures of searching for an answer on a computer. Our efforts in this direction have produced procedures which seem to have had (for us and for others who have used them) more success than has been achieved elsewhere, so that we have been encouraged to publish this report of our studies. We use the phrase "direct search" to describe sequential examination of trial solutions involving comparison of each trial solution with the "best" obtained up to that time together with a strategy for determining (as a function of earlier results) what the next trial solution will be. The phrase implies our preference, based on experience, for straightforward search strategies which employ no techniques of classical analysis except where there is a demonstrable advantage in doing so. We have found it worthwhile to study direct search methods http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Journal of the ACM (JACM) Association for Computing Machinery

`` Direct Search'' Solution of Numerical and Statistical Problems

Hooke, Robert; Jeeves, T. A.
Journal of the ACM (JACM) , Volume 8 (2) – Apr 1, 1961
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Publisher
Association for Computing Machinery
Copyright
Copyright © 1961 by ACM Inc.
ISSN
0004-5411
DOI
10.1145/321062.321069
Publisher site
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Abstract

"Direct S e a r c h " S o l u t i o n o f N u m e r i c a l a n d Statistical Problems* ROBERT HOOKEAnd T. A. JEEVES Westinghouse Research Laboratories, Pittsburgh, Pennsylvania 1. Introduction In dealing with numerical problems for which classical methods of solution are unfeasible, many people have tried various procedures of searching for an answer on a computer. Our efforts in this direction have produced procedures which seem to have had (for us and for others who have used them) more success than has been achieved elsewhere, so that we have been encouraged to publish this report of our studies. We use the phrase "direct search" to describe sequential examination of trial solutions involving comparison of each trial solution with the "best" obtained up to that time together with a strategy for determining (as a function of earlier results) what the next trial solution will be. The phrase implies our preference, based on experience, for straightforward search strategies which employ no techniques of classical analysis except where there is a demonstrable advantage in doing so. We have found it worthwhile to study direct search methods

Journal

Journal of the ACM (JACM) – Association for Computing Machinery

Published: Apr 1, 1961

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