TY - JOUR
T1 - A Computer program to minimize a function with many variables using computer evaluated exact higher-order derivatives
AU - Kalaba, R.
AU - Tishler, A.
PY - 1983/8
Y1 - 1983/8
N2 - This paper describes a computer program for an optimization algorithm using first- up to the rth-order derivatives to find the optimum of r-continuously-differentiable functions of many variables. The algorithm, developed by Kalaba and Tishler [6,7], obtains the exact values of the derivatives required for the optimization from the "table algorithm" presented in [4] and [5]. The optimization algorithm described here collapses to the well-known Newton-Raphson algorithm when only first- and second- order derivatives are used.
AB - This paper describes a computer program for an optimization algorithm using first- up to the rth-order derivatives to find the optimum of r-continuously-differentiable functions of many variables. The algorithm, developed by Kalaba and Tishler [6,7], obtains the exact values of the derivatives required for the optimization from the "table algorithm" presented in [4] and [5]. The optimization algorithm described here collapses to the well-known Newton-Raphson algorithm when only first- and second- order derivatives are used.
UR - https://www.scopus.com/pages/publications/48749143425
U2 - 10.1016/0096-3003(83)90035-8
DO - 10.1016/0096-3003(83)90035-8
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AN - SCOPUS:48749143425
SN - 0096-3003
VL - 13
SP - 143
EP - 172
JO - Applied Mathematics and Computation
JF - Applied Mathematics and Computation
IS - 1-2
ER -