Adaptively rescale search directions


  • Alias: None

  • Arguments: None


The adaptive_pattern case invokes a pattern search technique that adaptively rescales the different search directions to maximize the number of redundant function evaluations. See [HGSvBW01] for details of this method. In preliminary experiments, this method had more robust performance than the standard basic_pattern case in serial tests. This option supports a limited degree of parallelism. After successful iterations (where the step length is not contracted), a parallel search will be performed. After unsuccessful iterations (where the step length is contracted), only a single evaluation is performed.