Configuring the Hooke-Jeeves Technique

You can configure the Hooke-Jeeves technique options.

  1. Double-click the Exploration component icon .
    The Exploration Component Editor appears.
  2. From the Execution Strategy list, select Approximation Loop.

  3. In the Approximation Loop Options area, click Advanced Options, and click the Optimization Technique tab.
  4. From the Optimization Technique list, select Hooke-Jeeves.
  5. In the Technique Options area, enter or select the following:
    OptionDescription
    Maximum Evaluations This parameter sets the maximum number of evaluations. The default is 100.
    Relative Step Size This parameter determines the initial step size during the design perturbations as a fraction of the parameter value (i.e., if a design variable has a starting value of 1.0 and the Relative Step Size is 0.02, the initial perturbation will be 0.02). Isight determines the subsequent Relative Step Size based on a computation related to the design space size (e.g., variable upper and lower bounds).
    Step Size Reduction Factor This parameter sets the step size reduction factor. It must be set to a value between 0.0 and 1.0. Larger values give greater probability of convergence on highly nonlinear functions, at a cost of more function evaluations. Smaller values reduce the number of evaluations (and the program running time) but increase the risk of nonconvergence. The default value is 0.5.
    Termination Step Size This parameter sets the termination step size. When the algorithm begins to make less and less progress on each iteration, it checks this parameter. If the step size is below the Termination Step Size, the optimization terminates and returns the current best estimate of the optimum. Larger Termination Step Size values (e.g., 1.0E–4) have a quicker running time but a less accurate estimate of the optimum. Smaller Termination Step Size values (e.g., 1.0E–7) have a longer running time but a more accurate estimate of the optimum. The default value is 1.0E–6.
    Penalty Base Hooke-Jeeves algorithm evaluates the quality of a design point using the combined value of the objective function and penalty function. When calculating the penalty function of the design, the Penalty Base option can be used for all designs that violate at least one constraint. This allows the technique to better differentiate feasible designs with a slightly higher objective function from infeasible designs with a slightly lower objective function.

    The total penalty function is calculated as follows:

    Penalty = Penalty Base + Penalty Multiplier × Sum (VIOLATIONi × Wi / Si) ^ Penalty Exponent

    where Violationi is the i – th constraint violation value, Wi is the corresponding weight factor, and Si is the corresponding scale factor. The PenaltyBase option is set to zero if no constraints are violated. The default value is 0.0.

    Penalty Multiplier This parameter is used to increase or decrease the effect of the total constraint violations on the measure of the design quality. The default value is 1000.0.
    Penalty Exponent This parameter can be used to increase or decrease the nonlinearity of the effect of the total constraint violations on the penalty function value. The type of value is integer. The default value is 2.
    Maximum Failed Runs This parameter is used to set the maximum number of failed subflow evaluations that can be tolerated by the optimization technique. If the number of failed runs exceeds this value, the optimization component will terminate execution. To disable this feature, set this option to any negative value (e.g., –1). When this option is set to a negative value, the optimization will continue execution despite any number of failed subflow runs.
    Failed Run Penalty Value This parameter represents the value of the Penalty parameter that is used for all failed subflow runs. The default value is 1.0E30.
    Failed Run Objective Value This parameter represents the value of the Objective parameter that is used for all failed subflow runs. The default value is 1.0E30.
  6. Click OK to save your changes and to close the Advanced Options dialog box.
  7. Click OK to save your changes and to close the Exploration Component Editor.