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Simplex search

From Encyclopedia of Mathematics
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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).

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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