Algorithms - Powell's

The OSTRICH Powell's optimization algorithm

Initial Publication:

Modified:

The following optional group will configure Powell’s derivative-free deterministic algorithm and will be processed if [ProgramType ]is set to “Powell”. 

BeginPowellAlg
ConvergenceVal    [conv_val]
MaxIterations     [max_iter]
EndPowellAlg

BeginPowellAlg
ConvergenceVal    1.00E-6
MaxIterations     20
EndPowellAlg

Figure 1: General Format (left) and Example (right) of the Powell Algorithm Group

Where BeginPowellAlg and EndPowellAlg are parsing tags that wrap the following set of algorithm configuration variables:

  • ConvergenceVal: This is the algorithm convergence value – searches will halt when the relative reduction over three successive iterations is less that this value. The default value is 1E-6.
  • MaxIterations: The maximum iterations in the overall method. The default value is 20.

References

Powell, M. J. D. 1977. Restart Procedures for the Conjugate Gradient Method. Mathematical Programming 12, 241-254.