Source: Wikipedia, the free encyclopedia.
Rosenbrock methods refers to either of two distinct ideas in numerical computation , both named for Howard H. Rosenbrock .
Numerical solution of differential equations Rosenbrock methods for stiff differential equations are a family of single-step methods for solving ordinary differential equations .[1] [2] implicit Runge–Kutta methods [3] [4]
Search method Rosenbrock search is a
Matlab. Rosenbrock search is a form of
derivative-free search but may perform better on functions with sharp ridges.
[6] The method often identifies such a ridge which, in many applications, leads to a solution.
[7] See also References
^ H. H. Rosenbrock, "Some general implicit processes for the numerical solution of differential equations" , The Computer Journal (1963) 5(4): 329-330
. ^ "Archived copy" (PDF) . Archived from the original (PDF) on 2013-10-29. Retrieved 2013-05-16 .{{cite web }}: CS1 maint: archived copy as title (link )^ "Rosenbrock Methods" .^ H. H. Rosenbrock, "An Automatic Method for Finding the Greatest or Least Value of a Function", The Computer Journal (1960) 3(3): 175-184
. ^ Shoup, T., Mistree, F., Optimization methods: with applications for personal computers, 1987, Prentice Hall, pg. 120 [1]
External links
Optimization computes maxima and minima.
