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Optimization by direct search and systematic reduction of the size of search region
Author(s) -
Luus Rein,
Jaakola T. H. I.
Publication year - 1973
Publication title -
aiche journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.958
H-Index - 167
eISSN - 1547-5905
pISSN - 0001-1541
DOI - 10.1002/aic.690190413
Subject(s) - nonlinear programming , reduction (mathematics) , convergence (economics) , mathematical optimization , reliability (semiconductor) , nonlinear system , random search , mathematics , computer science , pattern search , algorithm , power (physics) , physics , geometry , quantum mechanics , economics , economic growth
A direct search procedure utilizing pseudo random numbers over a region is presented to solve nonlinear programming problems. After each iteration the size of the region is reduced so that the optimum can be found as accurately as desired. The ease of programming, the speed of convergence, and the reliability of results make the procedure very attractive for solving nonlinear programming problems.