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Article #666Re: Multivariable Minimization
From: Nitin R. Keskar [ChemE mf12703]
Date: Mon, 28 Sep 1992 23:19
Date: Mon, 28 Sep 1992 23:19
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In article 2460, ali@redwood.math.ucla.edu writes: > Hello, I have a minimization problem, and I was hoping that > somone on the net would have a solution. I need to minimize a multi- > variable function, I can only get function evaluations..... and so forth. I was dealing with a similar problem, although in my case the number of variables was between 8-12. I used the routine "AMOEBA" from Numerical Recipes. It turned out to be a pretty good routine. I don't know how w- ell it will work for a problem with 32-128 variables. Well, in any case, a few days ago, somebody had mentioned a book by Br- ent in which several routines for multidimensional minimizations based on only function evaluations were discussed. Good luck for your problem. - Nitin R. Keskar U of Minnesota
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Newsgroups: sci.math.num-analysis Path: arc1-ca.pugleaf.net!sparky!uunet!paladin.american.edu!darwin.sura.net!spool.mu.edu!umn.edu!s7.msi.umn.edu!keskar From: keskar@s7.msi.umn.edu (Nitin R. Keskar [ChemE mf12703]) Subject: Re: Multivariable Minimization Message-ID: <1992Sep28.231908.13490@news2.cis.umn.edu> Sender: news@news2.cis.umn.edu (Usenet News Administration) Nntp-Posting-Host: s7.msi.umn.edu Organization: Minnesota Supercomputer Institute, U of Minnesota References: <1992Sep23.220837.19331@math.ucla.edu> Distribution: usa Date: Mon, 28 Sep 1992 23:19:08 GMT Lines: 19