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Single Variable Optimization PDF

This document discusses the single variable optimization method of exhaustive search. It is the simplest method where the optimum of a function is found by calculating the function's values at equally spaced points from a lower bound to the variable. The search compares three consecutive values at a time and either terminates or continues by replacing a point until the minimum or optimum is reached.

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Choti Randi
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301 views6 pages

Single Variable Optimization PDF

This document discusses the single variable optimization method of exhaustive search. It is the simplest method where the optimum of a function is found by calculating the function's values at equally spaced points from a lower bound to the variable. The search compares three consecutive values at a time and either terminates or continues by replacing a point until the minimum or optimum is reached.

Uploaded by

Choti Randi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

Single variable optimization

Exhaustive search method


• This is the simplest of all
• In this method, the optimum of a function is bracketed
by calculating the function values at a number of
equally spaced points.
• Usually the search begins from a lower bound on the
variable and three consecutive function values are
compared at a time.
• Based on the outcome of comparison, the search is
either terminated or continued by replacing one of the
three points by a new point.
• The search continues till the minimum (optimum) is
reached.

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