I am working with a professor to implement an optimization algorithm for determining the maximum and minimum of large (100+ variable) multi-variable expressions (not restricted to polynomials). Part of this process involves picking random values for all variables and then evaluating the expression for near neighbors (slight variations in all sub-sets of the variables). Simplified Example:f(x,y,z) = x^2 + sin(y/x)/log2(3z)Start at random point (1,1,1)Test all neighbors by altering each variable by +/- 0.1:{1,1,1.1}, {1,1.1,1}, {1, 1.1, 1.1}, {1.1,1,1}, {1.1,1,1.1}, {1.1,1.1,1], ...Over the course of the optimization the same expression will be evaluated many millions of times. It seems like there must be an efficient way to prevent reevaluating portions of the expression that have already be evaluated, or at least recently evaluated. I am struggling to come up with an efficient way of doing this. I understand that computers are smoking fast at math calculations so maybe attempting this optimization is unwarranted even with large expression size, however expression evaluation is the bottleneck in the process at the moment. Thanks for you time and thoughts on this!
Effiecient Repeat Evaluation of Large Multivariable Expressions
optimization