Optimizing a single parameter. Best practices?

Asked Apr 06 '19 at 09:46

Active Apr 06 '19 at 09:46

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I've been recently working with an optimization problem, where I have to optimize a single parameter. I cannot test all parameter values, as the process is too expensive.

My function(s) look like this:

Please ignore the x axis after value of 50, as this is a bug. So, find a maximum of the given function -- that is the task.

Currently, I am doing a linear search across all parameter range, yet this is expensive.

asked Apr 06 '19 at 09:46

sdgaw erzswer

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Related question: https://stats.stackexchange.com/questions/193306/optimization-when-cost-function-slow-to-evaluate?rq=1 – Hugh Apr 06 '19 at 10:19
What information do you have about the function(s)? Are they black-box functions or not? – deemel Apr 09 '19 at 11:21
It is a black box function yes. – sdgaw erzswer Apr 10 '19 at 05:27

Optimizing a single parameter. Best practices?

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