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ЯковРейзенкинд1-Visitor
1-Visitor
August 21, 2015
Solved

Available in the Mathcad tools do not allow to find the minimum of a function constructed from 10 Rosenbrock functions.

  • August 21, 2015
  • 13 replies
  • 5794 views

I'm looking for a ready-made algorithm "Direct search" (D.M. Himmelblau, Appled Nonlinear Programming, 1972) in Mathcad before 14. Is there such anyone? Thanks in advance.

J. Reyzenkind.

Best answer by StuartBruff

Яков Рейзенкинд wrote:

f(x,y)= (100*(y1-x1^2)^2+(1-x1)^2)+(100*(y2-x2^2)^2+(1-x2)^2)+...+(100*(y10-x10^2)^2+(1-x10)^2)

This is a test function .

Perhaps the attached worksheet may be worth looking at; it uses the Hooke-Jeeves method.

Stuart

Modified version of worksheet posted in thread Hooke-Jeeves function TOMS178

13 replies

V
VladimirN24-Ruby IV
24-Ruby IV
August 21, 2015

Some time ago there was a similar topic, here: Want to write MathCAD programm based on Maple 13 Code . Perhaps Walter has found a solution to this problem, try to ask him by using private message.

    Я
    ЯковРейзенкинд1-VisitorAuthor
    1-Visitor
    August 24, 2015

    Vladimir, thanks for the tip!

    V
    VladimirN24-Ruby IV
    24-Ruby IV
    August 25, 2015

    No problem.

    Just note that in addition to the implementation of this algorithm in Maple there is a whole toolbox in MATLAB (is called "Genetic Algorithm and Direct Search Toolbox"):

    MATLAB Central - MathWorks - Genetic Algorithm and Direct Search Toolbox -

    Genetic Algorithm and Direct Search Toolbox - Математика - Matlab.Exponenta.Ru

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