Hooke & Jeeves

The method of Hooke and Jeeves [Bell66 Hooke61 Kaupe63 Swann72] 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

Iteration Limit
This parameter is positive integer determining the maximum number of iterations the algorithm shall perform. The default is '50'.

Tolerance
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 '$10^{-5}$'.

Rho
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'.