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davidon fletcher powell

# davidon fletcher powell

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Published by: kervys on Apr 11, 2011

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12/07/2012

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# Método de Davidon Fletcher Powell

Minimizar en el punto con
sea
Calculamos
Calculamos
Iteración 1
X
1
= X
0
+ σ
0

σ
0
= β
0
S
0

S0 = - D0 F(X ∇
0
)
S0=-
Buscamos
1
(6)

Calculamos
Calculamos

2

≠ 0
Iteración 2
X
2
= X
1
+ σ
1

σ
1
= β
1
S
1

S1 = - D1 F(X ∇
1
)
A
0
= σ
0
. σ
0
t
/ σ
0
t
. ∆
0
D
1
= D
0
+ A
0
+ B
0
σ
0
= β
0
S
0
= 0.1944

3
._
._
-
-
0.0555 -0.0277 0.0833
A
0
= -0.0277 0.0138 -0.0416
0.0833 -0.0416 0.1249
Buscamos

Luego D
1
será
4
Luego.
Buscamos
5
Calculamos
Calculamos

!l m"nimo se encuentra en X
#
=(0\$10%&' 0'#1()' -0\$0#*#)
t
con F(X
#
) = 0\$0+##
con un error ,e 0\$-
6

(6) Calculamos Calculamos Criterio de Parada. 2 .

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