Direct Search Solution of Numerical and Statistical Problems

Direct Search Solution of Numerical and Statistical Problems

Received May, 1960; revised October, 1960 | Robert Hooke and T. A. Jeeves
This paper presents a direct search method for solving numerical and statistical problems, developed by Robert Hooke and T. A. Jeeves. The method is a sequential search strategy that compares trial solutions with the best solution found so far, and uses a strategy to determine the next trial solution based on previous results. The authors argue that direct search is preferable to classical analysis methods, as it is more straightforward and well-suited for use on electronic computers. They describe the method in detail, including a simple description, heuristic justifications, and a specific strategy called pattern search. The method is applied to various problems, including curve fitting, solving integral equations, and minimizing functions. The authors also compare direct search with classical methods, noting that direct search can be more efficient for certain problems, especially those with many separate cases or where classical methods are not applicable. They conclude that direct search is a valuable technique for solving a wide range of numerical and statistical problems, particularly those that are difficult or impossible to solve with classical methods. The paper also includes appendices that provide a formal definition of direct search and a detailed description of the pattern search method.This paper presents a direct search method for solving numerical and statistical problems, developed by Robert Hooke and T. A. Jeeves. The method is a sequential search strategy that compares trial solutions with the best solution found so far, and uses a strategy to determine the next trial solution based on previous results. The authors argue that direct search is preferable to classical analysis methods, as it is more straightforward and well-suited for use on electronic computers. They describe the method in detail, including a simple description, heuristic justifications, and a specific strategy called pattern search. The method is applied to various problems, including curve fitting, solving integral equations, and minimizing functions. The authors also compare direct search with classical methods, noting that direct search can be more efficient for certain problems, especially those with many separate cases or where classical methods are not applicable. They conclude that direct search is a valuable technique for solving a wide range of numerical and statistical problems, particularly those that are difficult or impossible to solve with classical methods. The paper also includes appendices that provide a formal definition of direct search and a detailed description of the pattern search method.
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Understanding %60%60 Direct Search'' Solution of Numerical and Statistical Problems