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StuartBruff23-Emerald V
23-Emerald V
July 11, 2012
Question

Hooke-Jeeves function TOMS178

  • July 11, 2012
  • 2 replies
  • 3016 views

I recently had a request to look at an optimization problem and during the course of looking at it, I came across a Matlab implementation by Dr John Burkardt at Florida State University - http://people.sc.fsu.edu/~jburkardt/m_src/toms178/toms178.html . I have ported it to Mathcad in the attached worksheet, which (appears to) work in Mathcad 11 and Mathcad 15. I've also attached a pdf of the worksheet as well.

Stuart

    2 replies

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    StuartBruff23-Emerald VAuthor
    23-Emerald V
    July 15, 2012

    Modification to extend maximum iteration counting into the inner while loop and to include both a Gauss-Seidel function and a Hessian for extrema evaluation ...

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      24-Ruby IV
      ValeryOchkov24-Ruby IV
      24-Ruby IV
      July 15, 2012

      It will be good to compare different optimization functions thru view traces from guest values to the point of minimum. It is not difficult to do this for f(x, y). See for example

      http://communities.ptc.com/videos/1460

      and

      http://twtmas.mpei.ac.ru/mas/Worksheets/Min-2-step-test-1.mcd

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