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Successive approximation searching the minimum of a two-variable function as if The program should store the value of the function under analysisĪt the point of a preceding approximation and to apply it at subsequentĬalculations. What is to be done if the function is rather complicated? We offer the reader Recurrence has a little influence on the total time of the minimum search. Is not complicated and allows its value to be calculated easily, this To the minimum value of the function under analysis results in a repeatedĬalculation of the function value in the previous point. Thus, for example, every successive approximation Search of the minimum of a multidimensional functionĭesigned in the program in Fig. Variable controlling the tolerance of calculations).ġ.
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The value of D becomes less than the value of TOL (TOL is the system Mathcad Greater than the previous one the look ( D ) is halved and operations are repeated. If close to a new point every new value of the function is Point becomes a new point of approximation to the minimum and all theĪbove-stated operations («feeling» the function all over the approximation Ī transition is made to a point the function value is minimal and the given Values of the minimized function are evaluated at new coordinates. A look D (that is the third argument of the function minimum ) is taken starting with the point of initial approximation. Search with an initial approximation point (vector x ).
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Returning coordinates of the minimum point of a multivariable function (which
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