Seminar Details

Seminar Details


Friday

Jul 16

1:30 pm

A Direct Search Method for Projection Pursuit Guided Tour Optimization

Jean-Yves Pip Courbois

Seminar

Oregon State University

A direct search method for index optimization, the multidirectional pattern search, was explored for use in projection pursuit guided tours. The benefit of this method is that it does not require the projection pursuit index to be continuously differentiable. Computational comparisons with test data revealed the feasibility and promise of the method. It achieved local maxima as well as steepest ascent optimization. The direct search method lends itself well to use in guided tours and allows for non-differentiable indices.