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Hooke-Jeeves function TOMS178

StuartBruff
23-Emerald II

Hooke-Jeeves function TOMS178

I recently had a request to look at an optimization problem and during the course of looking at it, I came across a Matlab implementation by Dr John Burkardt at Florida State University - http://people.sc.fsu.edu/~jburkardt/m_src/toms178/toms178.html . I have ported it to Mathcad in the attached worksheet, which (appears to) work in Mathcad 11 and Mathcad 15. I've also attached a pdf of the worksheet as well.

Stuart

2 REPLIES 2

Modification to extend maximum iteration counting into the inner while loop and to include both a Gauss-Seidel function and a Hessian for extrema evaluation ...

It will be good to compare different optimization functions thru view traces from guest values to the point of minimum. It is not difficult to do this for f(x, y). See for example

http://communities.ptc.com/videos/1460

and

http://twtmas.mpei.ac.ru/mas/Worksheets/Min-2-step-test-1.mcd

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