MCS algorithm
Multilevel Coordinate Search (MCS) is an efficient 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 its neighbours) 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.
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MCS algorithm
Multilevel Coordinate Search (MCS) is an efficient 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 its neighbours) 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.
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Multilevel Coordinate Search ( ...... minima and faster convergence.
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Multilevel Coordinate Search ( ...... ункції є близьким до шуканого.
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Multilevel Coordinate Search ( ...... ch the function value is good.
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Multilevel Coordinate Search ( ...... ункції є близьким до шуканого.
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MCS algorithm
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MCS algorithm
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