Consider a case where there are four parameters to optimize and whereeach parameter can take on any of 50 values. Brute force optimization would require that 504 (about 6 million) tests or simulations be conducted before the optimal parameter set could be determined: if one simulation was executed every 1.62 seconds (typical for Trade Station), the optimization process would take about 4 months to complete. This approach is not very practical, especially when many systems need to be tested and optimized, when there are many parameters, when the parameters can take on many values, or when you have a life.
Wednesday, 13 August 2008
Brute Force Optimizers
Consider a case where there are four parameters to optimize and whereeach parameter can take on any of 50 values. Brute force optimization would require that 504 (about 6 million) tests or simulations be conducted before the optimal parameter set could be determined: if one simulation was executed every 1.62 seconds (typical for Trade Station), the optimization process would take about 4 months to complete. This approach is not very practical, especially when many systems need to be tested and optimized, when there are many parameters, when the parameters can take on many values, or when you have a life.
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