On descent from local minima
HTML articles powered by AMS MathViewer
- by A. A. Goldstein and J. F. Price PDF
- Math. Comp. 25 (1971), 569-574 Request permission
Abstract:
When a local minimum of a function of several variables has been found by use of an algorithm for finding such minima numerically, one often runs the same algorithm many times with different starting values in the hopes of finding a lower minimum. Here, under the assumption that a local minimum is known, a process with analytical criteria is described which sometimes finds smaller local minima in an algorithmic manner.References
- A. A. Goldstein and J. F. Price, An effective algorithm for minimization, Numer. Math. 10 (1967), 184–189. MR 217995, DOI 10.1007/BF02162162
Additional Information
- © Copyright 1971 American Mathematical Society
- Journal: Math. Comp. 25 (1971), 569-574
- MSC: Primary 49D05
- DOI: https://doi.org/10.1090/S0025-5718-1971-0312365-X
- MathSciNet review: 0312365