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unconstrained minimization algorithm

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  • Karmarkar's algorithm — is an algorithm introduced by Narendra Karmarkar in 1984 for solving linear programming problems. It was the first reasonably efficient algorithm that solves these problems in polynomial time. The ellipsoid method is also polynomial time but… …   Wikipedia

  • Constraint algorithm — In mechanics, a constraint algorithm is a method for satisfying constraints for bodies that obey Newton s equations of motion. There are three basic approaches to satisfying such constraints: choosing novel unconstrained coordinates ( internal… …   Wikipedia

  • Levenberg–Marquardt algorithm — In mathematics and computing, the Levenberg–Marquardt algorithm (LMA)[1] provides a numerical solution to the problem of minimizing a function, generally nonlinear, over a space of parameters of the function. These minimization problems arise… …   Wikipedia

  • Gauss–Newton algorithm — The Gauss–Newton algorithm is a method used to solve non linear least squares problems. It can be seen as a modification of Newton s method for finding a minimum of a function. Unlike Newton s method, the Gauss–Newton algorithm can only be used… …   Wikipedia

  • Criss-cross algorithm — This article is about an algorithm for mathematical optimization. For the naming of chemicals, see crisscross method. The criss cross algorithm visits all 8 corners of the Klee–Minty cube in the worst case. It visits 3 additional… …   Wikipedia

  • Genetic algorithm — A genetic algorithm (GA) is a search heuristic that mimics the process of natural evolution. This heuristic is routinely used to generate useful solutions to optimization and search problems. Genetic algorithms belong to the larger class of… …   Wikipedia

  • Ellipsoid method — The ellipsoid method is an algorithm for solving convex optimization problems. It was introduced by Naum Z. Shor, Arkady Nemirovsky, and David B. Yudin in 1972, and used by Leonid Khachiyan to prove the polynomial time solvability of linear… …   Wikipedia

  • Naum Z. Shor — Naum Zuselevich Shor Born 1 January 1937(1937 01 01) Kiev, Ukraine, USSR Died 26 February 2006(2006 02 26 …   Wikipedia

  • Penalty method — Penalty methods are a certain class of algorithms to solve constraint optimization problems. The penalty method replaces a constraint optimization problem by a series of unconstrained problems whose solutions must converge to the solution of the… …   Wikipedia

  • Multidisciplinary design optimization — Multi disciplinary design optimization (MDO) is a field of engineering that uses optimization methods to solve design problems incorporating a number of disciplines. As defined by Prof. Carlo Poloni, MDO is the art of finding the best compromise …   Wikipedia

  • Least squares — The method of least squares is a standard approach to the approximate solution of overdetermined systems, i.e., sets of equations in which there are more equations than unknowns. Least squares means that the overall solution minimizes the sum of… …   Wikipedia

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