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Article #396

Re: Optimisation without derivatives of function

#396
From: samer Takriti
Date: Tue, 01 Sep 1992 13:55
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In article <1992Aug31.202559.29383@tamsun.tamu.edu> skg8286@tamuts.tamu.edu (Srihari Kumar Gangaraj) writes:
>	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                               

There is no method of finding a global minimum of a general function.
The only way is to try an exhaustive search on the region of x (if
possible).
A book on this topic is: Nonlinear Programming, theory and algorithms,
by Bazraa and Shetty.
-Samer
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From: takriti@engin.umich.edu (samer Takriti)
Subject: Re: Optimisation without derivatives of function
Message-ID: <7gl-3gB@engin.umich.edu>
Date: Tue, 01 Sep 92 09:55:06 EDT
Organization: University of Michigan Engineering, Ann Arbor
References: <1992Aug31.202559.29383@tamsun.tamu.edu>
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