A NOVEL ALGORITHM FOR MULTIVARIATE OPTIMIZATION: MONARCHY METHOD

Niño Elias D., Ariza Angela, Arrieta Javier, Manjarres Jose. A Novel Algorithm For Multivariate Optimization: Monarchy Method. Proceedings of the International Conference on Computer and Computational Intelligence, ASME, ISBN: 9780791859926, Bangkok – Thailand, December 2011.

ABSTRACT

This paper proposes a novel method for the unconstrained multivariate optimization, which compared against methods from the specialized literature such as Newton-Raphson and Fletcher-Powell, improves the Processing Time. The proposal consists of cover the biggest part of the solution set of the function; evaluating points generated with simple operations to reach the goal of reduce the time. Finally, the novel method has been proved in an application problem.

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