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Minimization by bivariate quadratic
  Minimizes a bivariate function by successive quadratics.
2024.Jul.03 12:27:35
X X, initial guess (6 values). •
Y Y, initial guess (6 values). •
npar, par Function parameters. •
tol Tolerance for range. •
itmax, iprt Max. iterations; intermediate test. •
Show values ? Shows the graph coordinates.

Minimizes a (given) function of 2 variables by successive adaptation of a quadratic function, in the bivariate case, thus using 6 points to compute the 6 coefficients involved.

The base function is z = p1 arctan(p2 + x²) + p3 (x² + y²), with known minimum at the origin.

The graph shows the range, the difference from the best (smallest) to the worst (largest) function values vs. the iteration number.

References: Plate: Opt2quadratic

• 1667-05-26: de Moivre, Abraham (1754-11-27).

 
 
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Created: 2010-05-24 — Last modified: 2018-11-11