Finding the Minimum of a Function of Several Variables — Coming Later

Contents

5.2. Finding the Minimum of a Function of Several Variables — Coming Later#

Last revised on August 27, 2025.

References:

[Sullivan, 2021] Section 3.4.2, Multivariable Optimization.
[Sauer, 2022] Chapter 13, Optimization, Sub-sections 13.2.2, Steepest Descent, and 13.1.3, Nelder-Mead.
[Chenney and Kincaid, 2013] Section 13.2, Multivariate Case.
[Kincaid and Chenney, 1990] Sections 11.2 (Descent Methods) and 11.5 (Nelder-Meade Algorithm).

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 Meade, which does not use derivatives.