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Article #390Optimisation without derivatives of function
From: Srihari Kumar Gangaraj
Date: Mon, 31 Aug 1992 20:25
Date: Mon, 31 Aug 1992 20:25
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1125 bytes
I need help in finding the Global Minimum of a function of n variables f = f(x_i) i=1,n the function f may not be smooth , so I cannot use the standard methods . The Downhill Simplex Method (or Flexible Polyhedron) in Numerical methods can give only a minimum and not the Global minimum ( of all the minimum it picks the minimum neaarest to the guess value). Can someone tell if there is any book I can refer to , or better thing would be a fortran subroutine available at any of the ftp sites. Thank You. == Srihari ------------------------------------------------------------------------------ Srihari Gangaraj, srihari@aero15.tamu.edu
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Newsgroups: sci.math.num-analysis Path: arc1-ca.pugleaf.net!sparky!uunet!sun-barr!cs.utexas.edu!tamsun.tamu.edu!tamuts!skg8286 From: skg8286@tamuts.tamu.edu (Srihari Kumar Gangaraj) Subject: Optimisation without derivatives of function Message-ID: <1992Aug31.202559.29383@tamsun.tamu.edu> Sender: news@tamsun.tamu.edu (Read News) Organization: Texas A&M University, College Station Date: Mon, 31 Aug 1992 20:25:59 GMT Lines: 17