Which algorithm does Mathematica use for “RandomSearch”?

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Recently I have used Mathematica for minimization of certain functions and I have realized that even though it lasts much longer, the method "RandomSearch" functions much better than the other methods for minimization. I am going to use these results for a research article and I thought it would be better if I also indicate the method explicitly. Is it possible to know that?

mathematical-optimization algorithm

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edited Sep 7 at 11:36

Henrik Schumacher

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asked Sep 7 at 10:58

Buddha_the_Scientist

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up vote
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favorite

Recently I have used Mathematica for minimization of certain functions and I have realized that even though it lasts much longer, the method "RandomSearch" functions much better than the other methods for minimization. I am going to use these results for a research article and I thought it would be better if I also indicate the method explicitly. Is it possible to know that?

mathematical-optimization algorithm

share|improve this question

edited Sep 7 at 11:36

Henrik Schumacher

37.3k249105

asked Sep 7 at 10:58

Buddha_the_Scientist

384

add a comment | 

up vote
5
down vote

favorite

up vote
5
down vote

favorite

Recently I have used Mathematica for minimization of certain functions and I have realized that even though it lasts much longer, the method "RandomSearch" functions much better than the other methods for minimization. I am going to use these results for a research article and I thought it would be better if I also indicate the method explicitly. Is it possible to know that?

mathematical-optimization algorithm

share|improve this question

edited Sep 7 at 11:36

Henrik Schumacher

37.3k249105

asked Sep 7 at 10:58

Buddha_the_Scientist

384

Recently I have used Mathematica for minimization of certain functions and I have realized that even though it lasts much longer, the method "RandomSearch" functions much better than the other methods for minimization. I am going to use these results for a research article and I thought it would be better if I also indicate the method explicitly. Is it possible to know that?

mathematical-optimization algorithm

share|improve this question

edited Sep 7 at 11:36

Henrik Schumacher

37.3k249105

asked Sep 7 at 10:58

Buddha_the_Scientist

384

share|improve this question

share|improve this question

edited Sep 7 at 11:36

Henrik Schumacher

37.3k249105

edited Sep 7 at 11:36

Henrik Schumacher

37.3k249105

edited Sep 7 at 11:36

Henrik Schumacher

37.3k249105

37.3k249105

asked Sep 7 at 10:58

Buddha_the_Scientist

384

asked Sep 7 at 10:58

Buddha_the_Scientist

384

asked Sep 7 at 10:58

Buddha_the_Scientist

384

384

add a comment | 

add a comment | 

1 Answer
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According to section "Random Search" in this guide, NMinimize with method RandomSearch scatters points randomly over the search domain and applies the local search method FindMinimum with these methods as starting values. For unconstrained optimization problems, the default local method is BFGS (or L-BFGS?) (equivalent to calling FindMinimum with Method -> "QuasiNewton") and for constrained optimization problems, an interior point method is used per default (equivalent to calling FindMinimum with Method -> "InteriorPoint").

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edited Sep 7 at 12:52

answered Sep 7 at 11:10

Henrik Schumacher

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1 Answer
1

active

oldest

votes

1 Answer
1

active

oldest

votes

active

oldest

votes

active

oldest

votes

up vote
8
down vote



accepted

According to section "Random Search" in this guide, NMinimize with method RandomSearch scatters points randomly over the search domain and applies the local search method FindMinimum with these methods as starting values. For unconstrained optimization problems, the default local method is BFGS (or L-BFGS?) (equivalent to calling FindMinimum with Method -> "QuasiNewton") and for constrained optimization problems, an interior point method is used per default (equivalent to calling FindMinimum with Method -> "InteriorPoint").

share|improve this answer

edited Sep 7 at 12:52

answered Sep 7 at 11:10

Henrik Schumacher

37.3k249105

add a comment | 

up vote
8
down vote



accepted

According to section "Random Search" in this guide, NMinimize with method RandomSearch scatters points randomly over the search domain and applies the local search method FindMinimum with these methods as starting values. For unconstrained optimization problems, the default local method is BFGS (or L-BFGS?) (equivalent to calling FindMinimum with Method -> "QuasiNewton") and for constrained optimization problems, an interior point method is used per default (equivalent to calling FindMinimum with Method -> "InteriorPoint").

share|improve this answer

edited Sep 7 at 12:52

answered Sep 7 at 11:10

Henrik Schumacher

37.3k249105

add a comment | 

up vote
8
down vote



accepted

up vote
8
down vote



accepted

According to section "Random Search" in this guide, NMinimize with method RandomSearch scatters points randomly over the search domain and applies the local search method FindMinimum with these methods as starting values. For unconstrained optimization problems, the default local method is BFGS (or L-BFGS?) (equivalent to calling FindMinimum with Method -> "QuasiNewton") and for constrained optimization problems, an interior point method is used per default (equivalent to calling FindMinimum with Method -> "InteriorPoint").

share|improve this answer

edited Sep 7 at 12:52

answered Sep 7 at 11:10

Henrik Schumacher

37.3k249105

According to section "Random Search" in this guide, NMinimize with method RandomSearch scatters points randomly over the search domain and applies the local search method FindMinimum with these methods as starting values. For unconstrained optimization problems, the default local method is BFGS (or L-BFGS?) (equivalent to calling FindMinimum with Method -> "QuasiNewton") and for constrained optimization problems, an interior point method is used per default (equivalent to calling FindMinimum with Method -> "InteriorPoint").

share|improve this answer

edited Sep 7 at 12:52

answered Sep 7 at 11:10

Henrik Schumacher

37.3k249105

share|improve this answer

share|improve this answer

edited Sep 7 at 12:52

edited Sep 7 at 12:52

edited Sep 7 at 12:52

answered Sep 7 at 11:10

Henrik Schumacher

37.3k249105

answered Sep 7 at 11:10

Henrik Schumacher

37.3k249105

answered Sep 7 at 11:10

Henrik Schumacher

37.3k249105

37.3k249105

add a comment | 

add a comment | 

 

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