Author: Peter SpellucciPeter Spellucci
Date: Jan 16, 2007 09:59
>Hi,
>
>In Bronstein/Semendjajew/Musio/M=FChlig (2000), Taschenbuch der
>Mathematik, p. 891, it is stated that the following algorithm can be
>used to find the minimum x* of the problem f(x) =3D min!, x \in R^n:
>
>1) Set x =3D x^1, where x_1 is some appropriate approximation for x*
>
>2) Solve for r=3D1,2,...,n the one-dimensional optimization problems
>
> g(a_r) =3D f(x_1^(k+1), ..., x_{r-1}^{k+1} + a_r,
||| either a "," here
or x_r^k instead of x_{r-1}^{k+1}
what is intended: minimization with respect to the r-th coordinate
>x_{r+1}^k,...,x_n^k) =3D min!, a_r \in R^n
>
> If a_r is a minimum or an approximation to the minimum of the r-th
>problem, set x_r^{k+1} =3D x_r^k + a_r. ...
| 
