Article View: sci.math.num-analysis
Article #396Re: Optimisation without derivatives of function
From: samer Takriti
Date: Tue, 01 Sep 1992 13:55
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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Newsgroups: sci.math.num-analysis Path: arc1-ca.pugleaf.net!sparky!uunet!gatech!darwin.sura.net!zaphod.mps.ohio-state.edu!uakari.primate.wisc.edu!caen!takriti 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> Nntp-Posting-Host: maize.engin.umich.edu Lines: 26