Direct Search

Pattern search solver for derivative-free optimization, constrained or unconstrained

Direct search is an efficient algorithm for solving smooth or nonsmooth optimization problems. Try patternsearch first for most nonsmooth problems.

Functions

patternsearch Find minimum of function using pattern search

`optimoptions`	Create optimization options
`resetoptions`	Reset options

Optimize or solve equations in the Live Editor (Since R2020b)

Optimize Nonsmooth Function Using patternsearch, Problem-Based
Basic example minimizing a nonsmooth function in the problem-based approach.
Constrained Minimization Using Pattern Search, Problem-Based
Use patternsearch to minimize an objective function subject to bounds and nonlinear constraints.
Effects of Pattern Search Options, Problem-Based
Visualize and tune direct search in the problem-based approach.
Search and Poll, Problem-Based
Examples showing the utility of search in addition to poll methods in the problem-based approach.

Optimize Using the GPS Algorithm
Provides an example of solving an optimization problem using pattern search.
Coding and Minimizing an Objective Function Using Pattern Search
Shows how to write an objective function including extra parameters or vectorization.
Constrained Minimization Using patternsearch and Optimize Live Editor Task
Example using linear constraints and nonlinear constraints in patternsearch.
Explore patternsearch Algorithms
This example shows the effect of choosing different patternsearch algorithms.
Explore patternsearch Algorithms in Optimize Live Editor Task
This example shows the effect of choosing different patternsearch algorithms using the Optimize Live Editor task.
Constrained Minimization Using Pattern Search, Solver-Based
Use constraints in direct search.
Effects of Pattern Search Options
Visualize and tune direct search.
Set Options
Shows how to set and examine options for patternsearch.
Optimization of Stochastic Objective Function
Pattern search can minimize a function even in the presence of noise.
Search and Poll
Examples showing the utility of search in addition to poll methods.

Polling Types
Examines the effects of polling options, including the UseCompletePoll option.
Set Mesh Options
Examines the effect of different mesh expansion and contraction factors.
Custom Plot Function
Shows how to write and use a plot function for patternsearch.
Pattern Search Climbs Mount Washington
Shows the steps patternsearch takes by using custom plot functions.
Optimization of Stochastic Objective Function
Pattern search can minimize a function even in the presence of noise.
Vectorize the Objective and Constraint Functions
How to gain speed using vectorized function evaluations.
Optimize ODEs in Parallel
Save time by calling an expensive subroutine just once and computing an ODE solution in parallel using patternsearch or ga.
Optimize Simulink Model in Parallel
This example shows how to optimize a Simulink^® model in parallel using several Global Optimization Toolbox solvers.

What Is Direct Search?
Introduces direct search and pattern search.
Pattern Search Terminology
Explains some basic pattern search terminology.
How Pattern Search Polling Works
Provides an overview of direct search algorithms.
Nonuniform Pattern Search (NUPS) Algorithm
Description of the NUPS algorithm.
Searching and Polling
Describes how search methods work with polling steps.
Setting Solver Tolerances
Stopping conditions and their associated options.
Nonlinear Constraint Solver Algorithm for Pattern Search
Explains the Augmented Lagrangian Pattern Search (ALPS).
Pattern Search Options
Explore the options for pattern search.