Concepts and Applications. Engineering Optimization. Fred van Keulen Matthijs Langelaar CLA H21.1 A.vanKeulen@tudelft.nl. In practice : additional “tricks” needed to deal with: Multimodality Strong fluctuations Round-off errors Divergence. Summary single variable methods. Bracketing +
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Obtain f(y). Accept new design if better. If worse, generate random number r, and accept new design when
Property: searching along conjugate directions yields optimum of quadratic function in N steps (or less):
Optimality:Fletcher-Reeves Conjugate gradient method
(Special case: orthogonal directions, eigenvectors)