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UNCONSTRAINED MULTIVARIABLE OPTIMIZATION

UNCONSTRAINED MULTIVARIABLE OPTIMIZATION

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At point 1, f(x) is greater than f at points .2 or 3. fixed for a given size simplex. Let us use a function of two variables to illustrate the procedure. At each iteration, to minimize f(x), f(x) is evaluated at each of three vertices of the triangle. The direction of search is oriented away from the point with the high-

  Points, Fixed, Iteration

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