Hi Nicolas,
I understand that you are confused regarding the nature of the Pareto search algorithm. As you have correctly stated, the algorithm is derived from the pattern search method, which is a deterministic search method. While the pareto search method itself is deterministic, there are a lot of external factors which can influence the results. These factors include the following:
- Problem formulation: The search is heavily influenced by how the search problem is formulated.
- Objective function: If there are stochastic elements involved in the objective function then the results vary accordingly.
- Polling method: The polling method chosen for Pareto search also introduces randomness in the search as it is necessary to explore the search space.
When you include the “rng default” line in the code, it sets the random number generator seed to a predefined default value. This results in reproducible results as the algorithm will produce the same set of random numbers every time the code is executed.
In conclusion, the “paretosearch” function is deterministic but it still can be influenced by external factors.
For more information about the “paretosearch” function and the algorithm behind it, refer to the below documentation:
- https://www.mathworks.com/help/gads/paretosearch.html
- https://www.mathworks.com/help/gads/paretosearch-algorithm.html
To understand how to reproduce results using the output of the previous experiment refer the below link:
I hope this helps.
