5.2. Finding the Minimum of a Function of Several Variables — Coming Soon#
Last Revised on October 12, 2024 (for typos)
References:
Chapter 13, Optimization, of [Sauer, 2022], Sub-sections 13.2.2, Steepest Descent, and 13.1.3, Nelder-Mead.
Section 13.2, Multivariate Case, of [Chenney and Kincaid, 2013].
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 new approximate location where \(f\) has a lower value.
The method of Nelder and Mead, which does not use derivatives.