An Automatic Method for Finding the Greatest or Least Value of a Function

H.H. Rosenbrock

The Computer Journal · 1960 · 2.9K citations · 0 references

Concepts

Abstract

The greatest or least value of a function of several variables is to be found when the variables are restricted to a given region. A method is developed for dealing with this problem and is compared with possible alternatives. The method can be used on a digital computer, and is incorporated in a program for Mercury.