Optimization in ℝnby Coggin's method

DOI10.1080/03057920412331272162MaRDI QIDQ4823352zbMATH OpenOpenAlexFDO

Authors O. M. Bamigbola, Folashade B. Agusto

Publication date 27 October 2004

Published in International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03057920412331272162

zbMATH Keywords

Coggin's methodconsistencyconvergencedirectional searchinterpolationmultivariable functionsnumerical examplesunconstrained optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Review text

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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