5.2. Finding the Minimum of a Function of Several Variables — Coming Soon#
References:
Chapter 13 Optimization of [Sauer, 2022], in particular sub-sections 13.2.2 Stepest Descent and 13.1.3 Nelder-Mead.
Chapter 11 Optimization of [Chenney and Kincaid, 2012].
5.2.1. Introduction#
This future section will focus on two methods for computing the minimum (and its location) of a function \(f(x, y, \dots)\) of several variables:
Steepest Descent where the gradient is used iteratively to find the direction in which to search for a nw approxiate lovaitoi wher \(f\) has a lower value.
The method of Nelder and Mead, which does not use derivatives.