Global optimization in one-dimensional case using analytically defined derivatives of objective function
A number of algorithms with simple theoretical base (accessible even for non- specialists) for a wide class of global one-dimensional optimization problems is described below. Good rate of convergence is demonstrated with a lot of numerical examples.
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| Format: | Article |
| Language: | English |
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Institute of Mathematics and Computer Science of the Academy of Sciences of Moldova
1995-11-01
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| Series: | Computer Science Journal of Moldova |
| Online Access: | http://www.math.md/nrofdownloads.php?file=/files/csjm/v3-n2/v3-n2-(pp168-184).pdf |