Tài liệu Minimization or Maximization of Functions part 4 ppt

... 40 8 Chapter 10. Minimization or Maximization of Functions Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521 -43 108-5) Copyright (C) 1988-1992 ... Mathe- matical Association of America), pp. 55; 45 4 45 8. [1] Brent, R.P. 1973, Algorithms for Minimization without Derivatives (Englewood Cliffs, NJ: Prentice- Hall), p. 78. 10 .4 Downhill Si...

Ngày tải lên: 15/12/2013, 04:15

... a one-dimensional minimization sub-algorithm such as Brent’s method (see above). Storage is of order N 2 . There are two major families of algorithms for multidimensional minimization with calculation of first ... computation of first derivatives. • You must choose between methods that require storage of order N 2 and those that require only of order N,whereNis the number of d...

Ngày tải lên: 15/12/2013, 04:15

... a multidimensionalminimizationstrategy and a one-dimensional minimizationroutine results in some unnecessary copying of vectors hither and yon. That should not 42 0 Chapter 10. Minimization or Maximization of Functions Sample ... f,*xt; xt=vector(1,ncom); for (j=1;j<=ncom;j++) xt[j]=pcom[j]+x*xicom[j]; f=(*nrfunc)(xt); free_vector(xt,1,ncom); return f; } 41 4 Chapter 10. Min...

Ngày tải lên: 15/12/2013, 04:15

... proposed using the form γ i = (g i+1 − g i ) · g i+1 g i · g i (10.6.7) 42 4 Chapter 10. Minimization or Maximization of Functions Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING ... knowledge of the Hessian matrix A, nor even the storage necessary to store such a matrix. A sequence of directions h i is constructed, using only line minimizations, eval...

Ngày tải lên: 24/12/2013, 12:16

... in the way that it stores 43 0 Chapter 10. Minimization or Maximization of Functions Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521 -43 108-5) Copyright (C) ... 42 8 Chapter 10. Minimization or Maximization of Functions Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521 -43 108-5) Copyright (C) 1...

Ngày tải lên: 24/12/2013, 12:16

... ((j+n[6]-2) % ncity); jorder[nn++]=iorder[jj]; } for (j=1;j<=ncity;j++) Copy jorder back into iorder. iorder[j]=jorder[j]; 44 4 Chapter 10. Minimization or Maximization of Functions Sample page ... ncity); itmp=iorder[k]; iorder[k]=iorder[l]; iorder[l]=itmp; } } 44 8 Chapter 10. Minimization or Maximization of Functions Sample page from NUMERICAL RECIPES IN C: THE ART...

Ngày tải lên: 24/12/2013, 12:16

... 40 0 Chapter 10. Minimization or Maximization of Functions Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521 -43 108-5) Copyright (C) 1988-1992 ... books,diskettes, or CDROMs visit website http://www.nr.com or call 1-800-872- 742 3 (North America only), or send email to trade@cup.cam.ac.uk (outside North America). estimate for the right-ha...

Ngày tải lên: 15/12/2013, 04:15

... cycle. In the worst possible case, where the parabolic steps are acceptable but 40 4 Chapter 10. Minimization or Maximization of Functions Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC ... 0.0) p = -p; q=fabs(q); 40 2 Chapter 10. Minimization or Maximization of Functions Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0...

Ngày tải lên: 15/12/2013, 04:15

... simplex method of linear programming, 41 2 Chapter 10. Minimization or Maximization of Functions Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521 -43 108-5) Copyright ... Mathe- matical Association of America), pp. 55; 45 4 45 8. [1] Brent, R.P. 1973, Algorithms for Minimization without Derivatives (Englewood Cliffs, NJ: Prentice- Hall),...

Ngày tải lên: 15/12/2013, 04:15

... formats of a problem in restricted normal form. 44 4 Chapter 10. Minimization or Maximization of Functions Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0-521 -43 108-5) Copyright ... the form (10.8.3) or (10.8 .4) , but rather only equality constraints of the form (10.8.5) and nonnegativity constraints of the form (10.8.2). 43 2 Chapter...

Ngày tải lên: 24/12/2013, 12:16