6.2. Finding the Minimum of a Function of Several Variables — Coming Soon

References:

• Chapter 13 Optimization of [Sauer, 2019], in particular sub-sections 13.2.2 Stepest Descent and 13.1.3 Nelder-Mead.

• Chapter 11 Optimization of [Chenney and Kincaid, 2012].

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.