NAME

Algorithm::SpiralSearch - Function Optimization of Two Parameters

SYNOPSIS

  use Algorithm::SpiralSearch;

  my $lbx   = 0;
  my $ubx   = 1000;
  my $lby   = 0;
  my $uby   = 1000;
  my $iters = 50;
  my ($x, $y) = spiral_search($lbx, $ubx, $lby, $uby, $iters, \&f, 'MAX');

  sub f {
    my ($p1, $p2) = @_;
    my $ret = simulator($p1, $p2, ...);
    return $ret;
  }

DESCRIPTION

A spiral search is a method used to optimize a two-parameter, relatively, well-behaved function. Boundary conditions, the maximum number of iterations, a reference to a function, and an indicator to maximize or minimize the function are passed to the spiral_search function. spiral_search() returns the optimal point in the function passed to it. It's an elegant optimization algorithm, but is not well-suited for most applications. SETI uses the spiral search in huntingfor strong radio signals. Spiral search is most effective in situations where function evaluations are expensive and where there's a small amount of random noise within the search space. The algorithm is of order O(n).

METHODS

Search Methods

spiral_search($lowerBound_x, $upperBound_x, $lowerBound_y, $upperBound_y, $iterations, \&function, $MAX_or_MIN)

Initiates the spiral search. The first four parameters define the search space plane. Spiral search is of order O(n), so the number of iterations defines how many refinements the algorithm should take into account. The greater the numberof iterations, the more accurate the findings.

The sixth parameter should be a reference to a function for which the parameters will be plugged into. This function should return only one value - a scalar output indicative of the accuracy of the inputs. The last input parameter shouldbe either one of the two strings 'MAX' or 'MIN', each corresponding to how spiral_search will optimize its given function. spiral_search returns a pair of parameters that are approximately optimal with respect to the given function.

AUTHOR

Sean Mostafavi, <seanm@undersea.net>

COPYRIGHT AND LICENSE

Copyright (C) 2006 by Sean Mostafavi

This library is free software; you can redistribute it and/or modify it under the same terms as Perl itself, either Perl version 5.8.5 or, at your option, anylater version of Perl 5 you may have available.