OPTIMUM SEEKING METHODS Douglass J. Wilde 1964

"Optimum Seeking A Pioneering Work Which Collects, Compares, And Analyzes Contemporary Techniques In Experimental Optimization Procedure, For Use In Engineering Design, Economic Evaluation, And Statistical And Numerical Analysis; Prentice-Hall International Series In The Physical And Chemical Engineering Sciences, By Douglass J. Wilde, Prentice-Hall, Second Printing June 1965, 202 pages, Hardback with jacket." "This pioneering work offers a description, analysis, and comparison of the techniques now in use in unimodal optimization. Invaluable to the understanding of decision theory and multivariable problems, this book includes material essential to project and design engineers, planning specialists, operations analysts, applied mathematicians, and economists. The search for the optimum of a function which is more or less unknown to the observer has given rise to several standardized techniques of experimental optimization procedure. These techniques are developed and described in detail - Fibonacci Search, Golden Section Search, Methods of Steepest Ascent, Contour Tangents, Parallel Tangents, Hooke and Jeeves' Direct or Pattern Search Technique, Rosenbrock's Method of Rotating Coordinates, Stochastic Approximation Schemes. The techniques are applicable to such fields as engineering design, economic evaluation, and many phases of statistical and numerical analysis, and all are easily adaptable to automatic computation. Decision rules are developed in detail in this book, and a broad discussion of multidimensional geometry describes how methods of differential geometry can be applied to any multivariable problem, not just those involving optimization. Divided into six general sections, the book deals in order Search Problems, Single Variable Search, The Geometry of Multidimensional Response Surfaces, Tangents and Gradients, Acceleration Along a Ridge, and Experimental Error."
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