The method of Hooke and Jeeves [Bell66Hooke61Kaupe63Swann72] is a direct search algorithm that searches for the minimum of a nonlinear function without requiring (or attempting to calculate) derivatives of the function. Instead it is based on a heuristic that suggests a descent direction using the values of the function calculated in a number of previous iterations.
Options for Hooke & Jeeves
This parameter is positive integer determining the maximum number of iterations the algorithm shall perform. The default is '50'.
This parameter is a positive value determining the tolerance with which the solution shall be determined. If the improvement between two steps is less than the tolerance the algorithm stops. The default is ''.
This parameter is a value in (0, 1) determining the factor with which the steps size is reduced between iterations. The default is '0.2'.