Adaptive simplex procedures for function minimization, 1970

Item — Call Number: MU Thesis Mas

Identifier: b2088116

Staff Only

Scope and Contents

From the Collection:

The collection consists of theses written by students enrolled in the Monmouth College and Monmouth University graduate Electronic Engineering programs. The holdings are bound print documents that were submitted in partial fulfillment of requirements for the Master of Science degree.

Dates

Creation: 1970

Creator

Masters, Charles O. (Author, Person)
Drucker, Harris (1943-2024) (Thesis advisor, Person)

Conditions Governing Access

All analog collection holdings are limited to library use only.

Researchers seeking to photocopy collection materials must complete an Application to Photocopy Form.

In some cases, photocopying of collection materials may be performed by the Monmouth University Library staff.

The Monmouth University Library reserves the right to limit or refuse duplication requests subject to the condition of collection materials and/or restrictions imposed by the collection creators or by the United States Copyright Act.

Permission to examine, or copy, collection materials does not imply permission to publish or quote. It is the responsibility of the researcher to obtain such permissions from both the copyright holder and Monmouth University.

Extent

1 Items (print book) : 105 pages ; 8.5 x 11.0 inches (28 cm).

Language of Materials

English

Additional Description

Abstract

This thesis investigates a class of direct search methods for system optimization where it is assumed that the dependent variable is a unimodal function of N independent variables. The best optimization procedure is that which requires the least number of evaluations of the dependent variable. It is assumed that either the function or its derivative is unknown. The basic form of the search techniques studied requires the establishment of (N + 1) test points in N dimensions. Three operations are then carried out, reflection, extension or contraction. In reflection, the worst point is rejected and replaced with another test point on the other side of the centroid of the remaining N test points; extension replaces a reflected point with another trial further from the centroid, while contraction replaces the worst test point with a trial between the worst point and the centroid. Modifications of this search procedure are evaluated and it is shown that several procedures do better than existing test procedures.

Physical Description

Includes oversized flow diagrams (folded), pages 10, 15, 17.

Partial Contents

1. Introduction -- 2. The minmization procedures -- 3. Test functions -- 4. Computer procedures -- 5. Results -- 6. Conclusions -- Bibliography -- Appendix A. Definition of terms -- Appendix B. Computer programs of minimization procedures -- Appendix C. Typical computer printout.