Lattice Approximations to the Minima of Functions of Several Variables

Abstract

A computer-oriented method is developed for determining relative minima of functions of several variables. No derivatives (or approximations) are required and the process always converges to a relative minimum no matter which initial point is used. Numerical examples using test functions suggested in the literature are included to illustrate the effectiveness of the algorithms. Modifications can easily be incorporated which permit the inclusion of constraints or integer-valued variables.