lunes, 16 de enero de 2012

A NOVEL METHOD FOR MULTIVARIABLE OPTIMIZATION WITHOUT CONSTRAINTS

Niño Elias D., Cuellar Sebastian, Delgado Steven, Dahmen Andres. A Novel Method For Multivariable Optimization Without Constraints. Proceedings of the International Conference on Computer and Computational Intelligence, ASME, ISBN: 9780791859926, Bangkok – Thailand, December 2011.

ABSTRACT

This paper presents a compilation of some kind of application examples of unrestricted multivariate optimization problems, using two principal methods one of this is Newton-Raphson method (NR) which is commonly used to calculate roots of a polynomial with only one variable, just with certain kind of changes to calculate roots with multiple variables. We use too the Fletcher-Powell method (FP) for multiple variables; this both methods are commonly used in some problems of optimization, in our case just with some changes to solve some cases where we are not working just with one variable but multiple variables and always looking for the optimization in different problems of some engineering areas. The novel algorithm is an improvement over the Newton’s method and can be classified as quasi-Newtonian.

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