Tài liệu Minimization or Maximization of Functions part 5 docx

... simplex method of linear programming, 412 Chapter 10. Minimization or Maximization of Functions Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0 -52 1-43108 -5) Copyright ... 1990, corrected edition (Washington: Mathe- matical Association of America), pp. 55 ; 454 – 458 . [1] Brent, R.P. 1973, Algorithms for Minimization without Derivatives...

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... 400 Chapter 10. Minimization or Maximization of Functions Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0 -52 1-43108 -5) Copyright (C) 1988-1992 by ... to an interval 398 Chapter 10. Minimization or Maximization of Functions Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0 -52 1-43108 -5) Copyright (C)...

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... 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...

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... -p; q=fabs(q); 402 Chapter 10. Minimization or Maximization of Functions Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0 -52 1-43108 -5) Copyright (C) 1988-1992 by ... cycle. In the worst possible case, where the parabolic steps are acceptable but 404 Chapter 10. Minimization or Maximization of Functions Sample page from NUMERICAL RECIPE...

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... 408 Chapter 10. Minimization or Maximization of Functions Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0 -52 1-43108 -5) Copyright (C) 1988-1992 by ... 1990, corrected edition (Washington: Mathe- matical Association of America), pp. 55 ; 454 – 458 . [1] Brent, R.P. 1973, Algorithms for Minimization without Derivatives (Englewood Cliffs, NJ:...

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... (10 .5. 4) this is just 0=u·δ(∇f)=u·A·v (10 .5. 5) When (10 .5. 5) holds for two vectors u and v, they are said to be conjugate. When the relation holds pairwise for all members of a set of vectors, ... equivalent information content, of order N 2 numbers. In the direction set methods of §10 .5, we collected the necessary information by making on the order of N 2 separate line minim...

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... 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, evaluations of the gradient vector, ... books,diskettes, or CDROMs visit website http://www.nr.com or call 1-800-872-7423 (North America only), or send email to trade@cup.cam.ac.uk (outside North America). instead of...

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... the way that it stores 430 Chapter 10. Minimization or Maximization of Functions Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0 -52 1-43108 -5) Copyright (C) 1988-1992 ... 428 Chapter 10. Minimization or Maximization of Functions Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUTING (ISBN 0 -52 1-43108 -5) Copyrigh...

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... 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). 432 Chapter 10. Minimization or Maximization of Functions Sample ... 17.03 −. 95 −. 05 −1. 05 ··· x 2 3.33 −. 35 −. 15 . 35 ··· x 3 4.73 − .55 . 05 −. 45 ··· x 4 . 95 −.10 .10 .10 ··· y 1 730 .55 .10 −.10 .90 ··· (10.8.19) A lit...

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... ((j+n[6]-2) % ncity); jorder[nn++]=iorder[jj]; } for (j=1;j<=ncity;j++) Copy jorder back into iorder. iorder[j]=jorder[j]; 444 Chapter 10. Minimization or Maximization of Functions Sample page ... cost. ans=metrop(de,t); Consult the oracle. 452 Chapter 10. Minimization or Maximization of Functions Sample page from NUMERICAL RECIPES IN C: THE ART OF SCIENTIFIC COMPUT...

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