The paper presents an effective, gradient-based procedure for locating the optimum for either constrained or unconstrained response surfaces. The procedure is widely applicable covering linear and curvilinear constraints as well as constraints with redundancy. Each move of the sequence is made by pooling information from all the support points in the feasible region, making the search a global one and convergence to the global optimum almost certain.
Digital Object Identifier (DOI)
Basil Onukogu, Ike
"Global Convergent Sequence for Solving Optimization Problems,"
Journal of Statistics Applications & Probability: Vol. 2:
3, Article 7.
Available at: https://digitalcommons.aaru.edu.jo/jsap/vol2/iss3/7