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algorithmfunctionminimum

Algorithm, find local/global minima, function of 2 variables

Let us have a function of 2 variables:

 z=f(x,y) = ....

Can you advise me any suitable method (simply algorithmizable, fast convergence) to calculate the the local extreme on some intervals or the global extreme?

Thanks for your help.

Solution

  • You might also look into simulated annealing if you like the idea of algorithms driven by ideas from thermodynamics and metallurgy.

    Or perhaps you'd rather look at genetic algorithms, because you like the current explosion of knowledge in biology.