Algorithm to search for maximum of a function

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Algorithm to search for maximum of a function

Postby megabeaker on Sun Jan 20, 2008 8:48 am

Hi.

Do anyone know a fast algorithm for finding the maximum of a two dimensional scaler function f=f(x,y) which is can use with Mathcad? Basically, I want to look for the maximum of the absolut value of a determinant, and the argument of the determinant is a complex function. Best whould be an algorithm which requires an appropriate starting point (x0,y0) and then traces the minimum until it reaches a predefined tolerance.

Thanks in advance for helping.

Markus
megabeaker
 
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Re: Algorithm to search for maximum of a function

Postby vikkor on Mon Jan 21, 2008 12:06 pm

See picture
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Re: Algorithm to search for maximum of a function

Postby megabeaker on Tue Jan 22, 2008 1:53 am

Hi Vikkor.

Thanks for helping, but my problem is a bit more advanced (see file attached). I want to write a small programm for finding the maxima of different functions. Do you have an idea? Basically, the function should be defined inside the programm since the function itself depends on the variable A.

Markus
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Re: Algorithm to search for maximum of a function

Postby vikkor on Tue Jan 22, 2008 12:30 pm

Probably, such variant for you will approach.

Viktor
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