The valley algorithm for minimizing a function of several variables

Jaroslav Hrouda

Aplikace matematiky (1966)

  • Volume: 11, Issue: 4, page 271-277
  • ISSN: 0862-7940

Abstract

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The algorithm described in the article is a modification of Gelfand-Cetlin's valley method of finding an unconstrained minimum of a function of complicated structure (with one-dimensional valleys). The modification is particularly suitable for use with high speed computers.

How to cite

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Hrouda, Jaroslav. "Roklový algoritmus pro určení minima funkce několika proměnných." Aplikace matematiky 11.4 (1966): 271-277. <http://eudml.org/doc/14417>.

@article{Hrouda1966,
author = {Hrouda, Jaroslav},
journal = {Aplikace matematiky},
keywords = {numerical analysis},
language = {cze},
number = {4},
pages = {271-277},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {Roklový algoritmus pro určení minima funkce několika proměnných},
url = {http://eudml.org/doc/14417},
volume = {11},
year = {1966},
}

TY - JOUR
AU - Hrouda, Jaroslav
TI - Roklový algoritmus pro určení minima funkce několika proměnných
JO - Aplikace matematiky
PY - 1966
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 11
IS - 4
SP - 271
EP - 277
LA - cze
KW - numerical analysis
UR - http://eudml.org/doc/14417
ER -

References

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  7. Marquardt D., An algorithm for least-squares estimation of nonlinear parameters;, Journal SIAM 11 (1963), No 2, 431-441. (1963) Zbl0112.10505MR0153071
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