A new algorithm for optimization


A procedure is presented for solving problems of a specified kind.

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    Anon., On Wolfe's universal algorithm, Thesis, to appear.

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    K.F. Gauss,Gesammelte Werke (Springer Verlag, Berlin 1933) (and other works by the same author).

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    N. Bourbaki,Eléments de mathématique (Hermann et Cie., Paris) p. 1 et seq.

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    Private Communication.

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Editor's note: This manuscript was transmitted, torn and tattered, to Mathematical Programming by Philip Wolfe with a letter, stating, in part: “I have refereed many papers which proposed optimization algorithms without studying their effectiveness; it will save me much time to have here a single reference I can cite, saying ‘This algorithm solves all the problems yours does and, on the available evidence, equally well.’ I therefore recommend publication ⋯ and hope that the author will come forward to receive ⋯ what he richly deserves.”

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Anonymous. A new algorithm for optimization. Mathematical Programming 3, 124–128 (1972). https://doi.org/10.1007/BF01584980

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  • Mathematical Method