Analysis Of Simple Pattern Search On The Noisy Sphere Model

The paper considers the behavior of simple Pattern Search methods, i. e. where only the poll step is executed, on the noisy sphere model. After reviewing existing literature concerned with that topic, theoretical and empirical analyses are performed. These analyses show that Pattern Search methods will fail in this simple environment. Using reevaluation schemes to control the noisy influence improves the performance in some of the considered scenarios. Additionally comparison with known results for Evolution Strategies are presented.