Depending on what you mean by "good", it sounds like you're probably looking for a https://en.wikipedia.org/wiki/Hill_climbing algorithm.
I hope this helps, -- Raul On Wed, Apr 5, 2023 at 5:11 PM Elijah Stone <elro...@elronnd.net> wrote: > > If some set of values is good, and increasing one of the variables makes it > bad, continuing to increase that variable will never make it good again. > > On Wed, 5 Apr 2023, Raul Miller wrote: > > > What does monotonicity mean here, for a multivariate expression? > > > > Thanks, > > > > -- > > Raul > > > > On Wed, Apr 5, 2023 at 6:44 AM Elijah Stone <elro...@elronnd.net> wrote: > >> > >> I know not the first thing about linear programming or numerical > >> optimisation, > >> but I have a problem which I think is related; can anyone point me in the > >> right direction? > >> > >> I have a set of variables x y... (usually not more than two, though there > >> might be in some cases), and an oracle which can tell, given a value for > >> each > >> variable, whether the result is 'good'. The goal is to construct a model > >> for > >> the oracle. > >> > >> The oracle is reasonably nice: it is continuous and monotonic, but slightly > >> noisy; it might end up being locally non-monotonic, but the model should > >> still > >> be monotonic. > >> > >> I expect the oracle can generally be modeled by a simple equation like: 0 > >> < a > >> + (b*x) + (c*y)--then the goal is to find values for a, b, and c;--or > >> possibly > >> the second-order equivalent of the same; or possibly a piecewise > >> composition > >> of such equations. The model should be fast to evaluate, so it shouldn't > >> have > >> any more terms than are necessary to construct a reasonable approximation. > >> > >> Any pointers? > >> > >> -E > >> ---------------------------------------------------------------------- > >> For information about J forums see http://www.jsoftware.com/forums.htm > > ---------------------------------------------------------------------- > > For information about J forums see http://www.jsoftware.com/forums.htm > ---------------------------------------------------------------------- > For information about J forums see http://www.jsoftware.com/forums.htm ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
