Thursday, October 22, 2020

How to find minimum/maximum of a Multivariate Function

 A function which has more than one variable is called a Multivariate function. In mathematical modelling, it is required many times to find the minimum or maximum of such functions.

In literature, there are two main methods namely:

1. Root finding methods

2. Search methods


Search methods are widely used in determining the extremum point of a multivariate function.

They are basically of three types:

a. Univariate search 

b. Gradient search

c. Conjugate search

To understand the above search methods through examples, do watch this video which solves a multivariate function and compare the the quality of solutions in all the three cases. 

 https://www.youtube.com/watch?v=Y7LRxhkIekY&t=520s



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