A new algorithm for minimizing a function of several
variables without calculating derivatives
7. R. P. Brent,
A new algorithm for minimizing a function of several
variables without calculating derivatives,
in Optimization
(edited by R. S. Anderssen, L. S. Jennings and D. M. Ryan),
University of Queensland Press, Brisbane, 1972, 14-25.
MR 52#2574, 52#9601.
Paper:
pdf (387K).
Abstract
We describe a new algorithm for unconstrained minimization.
The algorithm is related to that of Powell (1964),
but avoids some of the difficulties inherent in Powell's algorithm.
Comments
The algorithm is also described in Chapter 7 of
Algorithms for Minimization without Derivatives,
Prentice-Hall, Englewood Cliffs, New Jersey, 1973.
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