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Powell's method, strictly Powell's conjugate direction method, is an algorithm proposed by Michael J. D. Powell for finding a local minimum of a function. The function need not be differentiable, and no derivatives are taken. The function must be a real-valued function of a fixed number of real-valued inputs. The caller passes in the initial point.
For example, if a bounded differentiable function f defined on a closed interval in the real line has a single critical point, which is a local minimum, then it is also a global minimum (use the intermediate value theorem and Rolle's theorem to prove this by contradiction). In two and more dimensions, this argument fails.
The golden-section search is a technique for finding an extremum (minimum or maximum) of a function inside a specified interval. For a strictly unimodal function with an extremum inside the interval, it will find that extremum, while for an interval containing multiple extrema (possibly including the interval boundaries), it will converge to one of them.
It then extrapolates the behavior of the objective function measured at each test point in order to find a new test point and to replace one of the old test points with the new one, and so the technique progresses. The simplest approach is to replace the worst point with a point reflected through the centroid of the remaining n points. If this ...
The weighted version of the minimum covering circle problem takes as input a set of points in a Euclidean space, each with weights; the goal is to find a single point that minimizes the maximum weighted distance (i.e., distance multiplied by the corresponding weight) to any point. The original (unweighted) minimum covering circle problem ...
Newton's method uses curvature information (i.e. the second derivative) to take a more direct route. In calculus, Newton's method (also called Newton–Raphson) is an iterative method for finding the roots of a differentiable function, which are solutions to the equation =.
Further, critical points can be classified using the definiteness of the Hessian matrix: If the Hessian is positive definite at a critical point, then the point is a local minimum; if the Hessian matrix is negative definite, then the point is a local maximum; finally, if indefinite, then the point is some kind of saddle point.
The solution with the function value can be found after 325 function evaluations. Using the Nelder–Mead method from starting point = (,) with a regular initial simplex a minimum is found with function value after 185 function evaluations. The figure below visualizes the evolution of the algorithm.