Optimization in ℝ<i><sup>n</sup></i>by Coggin's method (Q4823352)
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scientific article; zbMATH DE number 2110866
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| English | Optimization in ℝ<i><sup>n</sup></i>by Coggin's method |
scientific article; zbMATH DE number 2110866 |
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Optimization in ℝ<i><sup>n</sup></i>by Coggin's method (English)
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27 October 2004
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Coggin's method
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multivariable functions
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interpolation
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directional search
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convergence
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consistency
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numerical examples
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unconstrained optimization
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0.7211167812347412
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0.7100428938865662
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0.7050740122795105
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0.7026834487915039
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A higher dimensional Coggin's algorithm for the resolution of unconstrained optimization problems is developed for the \(n\)-dimensional Euclidean space by using a prescribed search parameter. The method is shown to be rapidly converging. It is also shown that the method is consistently very accurate and comparable with other methods. In particular, the present method converges faster than the methods of Powell [cf. \textit{J. L. Kuester} and \textit{J. H. Mize}, Optimization techniques with Fortran. McGraw-Hill, New York (1973; Zbl 0268.65039)] or \textit{S. Subramaniam, S. Reju} and \textit{M. A. Ibiejugba} [An extended Coggins optimization method. Nigerian J. Mathematics and Applications 10, 219--234 (1997)]. The method is amenable to the usual mathematical analysis.
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