An Automatic Method for Finding the Greatest or Least Value of a Function

1960/03/01 by H.H. Rosenbrock, H. H. Rosenbrock · 39 citations
Engineering · Computer Science · #Manufacturing Process and Optimization #Numerical Methods and Algorithms #Neural Networks and Applications

paper · doi:10.1093/comjnl/3.3.175

Abstract

The greatest or least value of a function of several variables is to be found when the variables are restricted to a given region. A method is developed for dealing with this problem and is compared with possible alternatives. The method can be used on a digital computer, and is incorporated in a program for Mercury.

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