Article
Full entry |
PDF
(1.3 MB)
Feedback
PDF
(1.3 MB)
Feedback
Keywords:
numerical analysis
numerical analysis
Summary:
The algorithm described in the article is a modification of Gelfand-Cetlin's valley method of finding an unconstrained minimum of a function of complicated structure (with one-dimensional valleys). The modification is particularly suitable for use with high speed computers.
References:
[1] Гелъфанд И. M., Цетлин M. Л.: Принцип нелокального поиска в системах автоматической оптимизации. ДАН СССР 137 (1961), № 2, 295-298. Zbl 1160.68305
[2] Гелъфанд И. M., Цетлин M. Л.: О некоторых способах управления сложными системами. Успехи мат. наук 17 (1962), № 1, 3-25. MR 0137629 | Zbl 1005.68507
[3] Baer R. M.: Note on an extremum locating algorithm. Comput. J. 5 (1962), No 3, 193. DOI 10.1093/comjnl/5.3.193 | MR 0155697
[4] Spang H. A.: A review of minimization techniques for nonlinear functions. SIAM review 4 (1962), No 4, 343-365. DOI 10.1137/1004089 | MR 0145642 | Zbl 0112.12205
[5] Rosenbrock H. H.: An automatic method for finding the greatest or least value of a function. Comput. J. 3 (I960), No 3, 175-184. DOI 10.1093/comjnl/3.3.175 | MR 0136042
[6] Fletcher R., Powell M. J. D.: A rapidly convergent descent method for minimization. Comput. J. 6 (1963), No 2, 163-168. DOI 10.1093/comjnl/6.2.163 | MR 0152116 | Zbl 0132.11603
[7] Marquardt D.: An algorithm for least-squares estimation of nonlinear parameters. Journal SIAM 11 (1963), No 2, 431-441. MR 0153071 | Zbl 0112.10505
[8] Powell M. J. D.: An efficient method for finding the minimum of a function of several variables without calculating derivatives. Comput. J. 7 (1964), No 2, 155-162. DOI 10.1093/comjnl/7.2.155 | MR 0187376 | Zbl 0132.11702
Search
Partner of
