Numericaloptimizationtechniques.pptVIP

1 1 Numerical optimization techniques Unconstrained multi-parameter optimization techniques Direct search (no information on derivatives used): Hooke-Jeeves’ pattern search Nelder-Mead’s sequential simplex method Powells conjugate directions method various evolutionary techniques Numerical optimization techniques Unconstrained multi-parameter optimization techniques Gradient-based methods (information on derivatives is used): Steepest Descent Fletcher-Reeves Conjugate Gradient method Second order methods (information on the second derivatives is used): Newtons Method Quasi-Newton Method