Powell Method
PM
Reference work entry
DOI: https://doi.org/10.1007/0-306-48332-7_393
The Powell method in its basic form can be viewed as a gradient-free minimization algorithm. It requires repeated line search minimizations, which may be carried out using univariate gradient free , or gradient based procedures . It was introduced by M.J.D. Powell [1]. The procedure is described in the algorithm steps below.
The minimization problem considered is:
90C30
gradient-free minimization Powell method line search methods pattern search
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References
- [1]Powell, M. J.D.: ‘An efficient method for finding the minimum of a function of several variables without calculating derivatives’, Computer J.7 (1964), 155–162.MathSciNetGoogle Scholar
- [2]Rao, S. S.: Optimization theory and applications, Wiley Eastern second, 1984.Google Scholar
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© Kluwer Academic Publishers 2001