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The Computer Journal 1960 3(3):175-184; doi:10.1093/comjnl/3.3.175
© 1960 by British Computer Society
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An Automatic Method for Finding the Greatest or Least Value of a Function

H. H. Rosenbrock

Constructors John Brown Ltd., Leatherhead, Surrey, UK

The greatest or least value of a function of several variables is to be found when the variables are restricted to a given region. A method is developed for dealing with this problem and is compared with possible alternatives. The method can be used on a digital computer, and is incorporated in a program for Mercury.


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