Steepest ascent method for multivariate optimization - Maple Application Center
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Steepest ascent method for multivariate optimization

Authors
: William Richardson
Engineering software solutions from Maplesoft
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This worksheet solves nonlinear optimization problems by the method of steepest ascent. Given a function f(x,y) and a current point (x0,y0), the search direction is taken to be the gradient of f(x,y) at (x0,y0). The step length is computed by line search, i.e. as the step length that maximizes f(x,y) along the gradient direction.

Application Details

Publish Date: January 02, 2002
Created In: Maple 7
Language: English

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