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March 1, 1960The Computer Journal2,961 citations

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

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HRH.H. Rosenbrock

Key Points

  • This research aims to develop a method for identifying the greatest or least values of functions with several variables under certain conditions.
  • Developed an algorithm to find extreme values of functions.
  • Implemented the method in a digital computer program for Mercury.
  • Compared this method with alternative approaches.
  • The new method effectively identifies extreme values within restricted regions.
  • Demonstrated better performance compared to existing alternatives.

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.

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Cite This Study

H.H. Rosenbrock (1960) studied this question.

synapsesocial.com/papers/6a0e4a91d46a93b597594182https://doi.org/10.1093/comjnl/3.3.175
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