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

by: HH Rosenbrock
The Computer Journal, Vol. 3, No. 3. (1 March 1960), pp. 175-184.

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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. 10.1093/comjnl/3.3.175


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