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Optimization a program with 7 free parameters

  1. Jan 10, 2014 #1
    Hello.
    The problem is : i've got an expression to optimize with 7 free parameters. Ranges for each parameter are given. the simpliest way to optimize is to organize a program like for { for {for ...}} for each parameter and to get the result. Are there any other methods for solving the problem ?
    Thank you!
     
  2. jcsd
  3. Jan 10, 2014 #2

    DrClaude

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    Staff: Mentor

    Except for a few simple cases, a systematic search of a 7-dimensional parameter space is impossible in practice.

    There are plenty of different methods to try to solve the problem. Assuming you want the global minimum, you can use for instance simulated annealing or evolutionary (genetic) algorithms.
     
  4. Jan 10, 2014 #3
    could you give me some examples of those algorithms, please?
     
  5. Jan 10, 2014 #4

    DrClaude

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    Staff: Mentor

    Not without hours of work!

    You can check Wikipedia or, much better, find a good book on the subject.
     
  6. Jan 10, 2014 #5

    Borek

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    Staff: Mentor

    http://en.wikipedia.org/wiki/Simplex_algorithm

    Your description of the problem is rather ambiguous, could be you can solve it mathematically. A lot depends on what the expression is.
     
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