A Windows Program for Multivariate Optimization,

Abstract

A program is described that implements the "centroid" algorithm for the optimization of functions of many variables by a stochastic direct-search procedure. The program is available as a Windows application with context-sensitive on-line help, and can maximize any suitable function exported by a dynamic-link library (DLL). For practical reasons of simplicity, the program is limited to real functions of up to 20 real variables, and the search domain is limited to hyper-rectangular blocks in multi-dimensional Cartesian spaces. The only constraint on the function to be optimized is that it should be single-valued at every point in the domain, and should be capable of being evaluated in a DLL. It need not be smooth or continuous. A sample program is provided to illustrate the generation of a suitable DLL using Borland Pascal. In general, the algorithm employed will, given a sufficient number of search iterations, find the global maximum of a function in the presence of closely competing local maxima.

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1995
Accession Number
ADA300793

Entities

People

  • David R. Skinner

Organizations

  • Defence Science and Technology Group

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Demographic Cohorts
  • Evolutionary Algorithms
  • Heuristic Methods
  • Iterations
  • Mathematics
  • Optimization
  • Real Variables

Readers

  • Approximation Theory.
  • Database Systems and Applications
  • Operations Research

Technology Areas

  • Space