`` Direct Search'' Solution of Numerical and Statistical Problems
Journal of the ACM (JACM)
An extension of Fibonaccian search to several variables
Communications of the ACM
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Over the past decade the use of the digital computer in the solution of scientific and engineering problems has expanded quite rapidly. The ultimate objective of many of these applications is optimization. In the chemical industry, for example, a typical problem might be to maximize the yield of a certain process be making adjustments to the temperature, pressure and other operating variables, and to simultaneously insure that the purity of the product remains high and that the manufacturing cost does not exceed a fixed price. The functions to be optimized are usually nonlinear, do not necessarily possess continuous derivatives and are often subject to constraints. This paper presents a discussion of some of the available procedures for nonlinear optimization and gives some examples of their application.