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A method for maximizing (minimizing) a function of several variables, whereby the choice of direction of descent (ascent) is made using an ordered sorting of the vertices of the admissible polyhedral set (see [[Simplex method|Simplex method]]).

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How to Cite This Entry:
Simplex search. A.B. Ivanov (originator), Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Simplex_search&oldid=11513

This text originally appeared in Encyclopedia of Mathematics - ISBN 1402006098

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