A Survey of Current Optimization Methods.
NAVAL SHIP RESEARCH AND DEVELOPMENT CENTER WASHINGTON D C
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The report surveys a number of optimization methods which can be applied to non-differentiable functions. The methods include both deterministic and non-deterministic approaches to the solution of problems in optimization. The methods are discussed and compared, both in theory and by means of sample problems using computer programs supplied with the report, on the basis of such factors as efficiency, handling of constraints, and termination mechanisms. Some guidelines are offered for selection of techniques and programs most suitable for several types of problems. Author
- Operations Research