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Multivariate Unconstrained Optimisation

y. x. a. Two dimensions. Multivariate Unconstrained Optimisation. First we consider algorithms for functions for which derivatives are not available. Could try to extend direct method such as Golden Section:. Number of function evaluations increases as e n , where n is number of dimensions.

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Ellipsoid surface - PowerPoint PPT Presentation

Multivariate Unconstrained Optimisation