Jump to content

Optimization


kspanakis

Recommended Posts

Hello, i am trying to find the minimum of a multi-variate function using Powell's method. Depending on initial point you get a different (local) minimum.

How can i find the global minimum of my function, using Powell's method? What other options do i have?

Link to comment
Share on other sites

There is no guarantee to find global minimums when using local searches, like Powell's. As far as other options, there is a rich, rich literature on this subject, something I'm not going to re-type all here. This can span everything from starting local searches (like Powell's or other similar ones) from a bunch of different points and taking the best, to more directed randomizations like genetic or evolutionary algorithms. Really, I'd suggest you do some more reading, because given the sparse information you provided, there really isn't much more to suggest.

Link to comment
Share on other sites

Create an account or sign in to comment

You need to be a member in order to leave a comment

Create an account

Sign up for a new account in our community. It's easy!

Register a new account

Sign in

Already have an account? Sign in here.

Sign In Now
×
×
  • Create New...

Important Information

We have placed cookies on your device to help make this website better. You can adjust your cookie settings, otherwise we'll assume you're okay to continue.