Tham khảo tài liệu 'lập trình c# all chap "numerical recipes in c" part 173', công nghệ thông tin phục vụ nhu cầu học tập, nghiên cứu và làm việc hiệu quả | 412 Chapter 10. Minimization or Maximization of Functions if i ilo for j 1 j ndim j p i j psum j p i j p ilo j y i funk psum nfunk ndim GET_PSUM else nfunk free_vector psum 1 ndim Keep track of function evaluations. Recompute psum. Correct the evaluation count. Go back for the test of doneness and the next iteration. include float amotry float p float y float psum int ndim float funk float int ihi float fac Extrapolates by a factor fac through the face of the simplex across from the high point tries it and replaces the high point if the new point is better. int j float fac1 fac2 ytry ptry ptry vector 1 ndim fac1 ndim fac2 fac1-fac for j 1 j ndim j ptry j psum j fac1-p ihi j fac2 ytry funk ptry Evaluate the function at the trial point. if ytry y ihi If it s better than the highest then replace the highest. y ihi ytry for j 1 j ndim j psum j ptry j -p ihi j p ihi j ptry j free_vector ptry 1 ndim return ytry CITED REFERENCES AND FURTHER READING Nelder . and Mead R. 1965 Computer Journal vol. 7 pp. 308-313. 1 Yarbro . and Deming . 1974 Analytica Chimica Acta vol. 73 pp. 391-398. Jacoby Kowalik . and Pizzo . 1972 Iterative Methods for Nonlinear Optimization Problems Englewood Cliffs NJ Prentice-Hall . Direction Set Powell s Methods in Multidimensions Sample page from NUMERICAL RECIPES IN C THE ART OF SCIENTIFIC COMPUTING ISBN 0-521-43108-5 We know how to minimize a function of one variable. If we start at a point P in N-dimensional space and proceed from there in some vector Direction Set Powell s Methods in Multidimensions 413 direction n then any function of N variables f P can be minimized along the line n by our one-dimensional methods. One can dream up various multidimensional minimization methods that consist of sequences of such line minimizations. Different methods will differ only by how at each stage they choose the next direction n to try. All such methods presume the existence of a black-box .
