| Title:
|
Roklový algoritmus pro určení minima funkce několika proměnných (Czech) |
| Title:
|
The valley algorithm for minimizing a function of several variables (English) |
| Author:
|
Hrouda, Jaroslav |
| Language:
|
Czech |
| Journal:
|
Aplikace matematiky |
| ISSN:
|
0373-6725 |
| Volume:
|
11 |
| Issue:
|
4 |
| Year:
|
1966 |
| Pages:
|
271-277 |
| Summary lang:
|
English |
| Summary lang:
|
Czech |
| Summary lang:
|
Russian |
| . |
| Category:
|
math |
| . |
| 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. (English) |
| Keyword:
|
numerical analysis |
| MSC:
|
65.30 |
| idZBL:
|
Zbl 0171.13401 |
| idMR:
|
MR0203915 |
| DOI:
|
10.21136/AM.1966.103029 |
| . |
| Date available:
|
2008-05-20T17:35:55Z |
| Last updated:
|
2020-07-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/103029 |
| . |
| Reference:
|
[1] Гелъфанд И. M., Цетлин M. Л.: Принцип нелокального поиска в системах автоматической оптимизации;.ДАН СССР 137 (1961), № 2, 295-298. Zbl 1160.68305 |
| Reference:
|
[2] Гелъфанд И. M., Цетлин M. Л.: О некоторых способах управления сложными системами;.Успехи мат. наук 17 (1962), № 1, 3-25. Zbl 1005.68507, MR 0137629 |
| Reference:
|
[3] Baer R. M.: Note on an extremum locating algorithm;.Comput. J. 5 (1962), No 3, 193. MR 0155697, 10.1093/comjnl/5.3.193 |
| Reference:
|
[4] Spang H. A.: A review of minimization techniques for nonlinear functions;.SIAM review 4 (1962), No 4, 343-365. Zbl 0112.12205, MR 0145642, 10.1137/1004089 |
| Reference:
|
[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. MR 0136042, 10.1093/comjnl/3.3.175 |
| Reference:
|
[6] Fletcher R., Powell M. J. D.: A rapidly convergent descent method for minimization;.Comput. J. 6 (1963), No 2, 163-168. Zbl 0132.11603, MR 0152116, 10.1093/comjnl/6.2.163 |
| Reference:
|
[7] Marquardt D.: An algorithm for least-squares estimation of nonlinear parameters;.Journal SIAM 11 (1963), No 2, 431-441. Zbl 0112.10505, MR 0153071 |
| Reference:
|
[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. Zbl 0132.11702, MR 0187376, 10.1093/comjnl/7.2.155 |
| . |
