File:MCS algorithm.gif
Summary
| Description |
English: Minimization of the two-dimensional Rosenbrock function via MCS (the global minimum is located at (1,1)). The optimization process can be characterized by three stages: 1. Identify a potential box for splitting (magenta) 2. Extract the optimal splitting direction and splitting values (green) 3. If the box is considered to be a good candidate then split it into subboxes with sizes dictated by the value of the objective function at the spitting values.
Note that at least one of the splitting values (yellow) always concides with a known sample hence the value of the objective function is already known there. |
| Date | |
| Source | Own work |
| Author | Najko32 |
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