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FindMaxA

FindMaxA is a method used in numerical optimization to determine the maximum value of a real-valued function A over a given domain, or to identify the position of the largest entry in a discrete sequence A. It is used in mathematical analysis, data fitting, and algorithm design to locate optima and assess the strength of a model.

The central objective of FindMaxA is to find x* in the domain D such that A(x*) ≥ A(x)

Common algorithmic approaches include: for discrete, linear or binary searches on unimodal arrays; for differentiable A,

FindMaxA is implemented in various numerical libraries and optimization toolkits, and is used for parameter estimation,

for
all
x
in
D.
In
discrete
contexts,
A
often
represents
a
finite
array,
and
FindMaxA
returns
the
index
i*
with
the
maximum
A[i].
In
continuous
contexts,
FindMaxA
returns
a
maximizer
x*
and
the
corresponding
maximum
value
A(x*).
Variants
include
unconstrained
optimization,
constrained
optimization,
and
problems
with
multiple
local
maxima
requiring
global
strategies.
gradient
ascent
or
Newton-type
methods;
for
nonconvex
or
noisy
A,
derivative-free
methods
such
as
the
Nelder-Mead
simplex,
simulated
annealing,
genetic
algorithms,
or
CMA-ES;
and
for
global
guarantees,
multi-start
strategies
or
branch-and-bound.
Convergence
and
efficiency
depend
on
properties
of
A,
such
as
smoothness,
convexity,
and
the
size
of
the
domain.
data
analysis,
and
engineering
optimization.
See
also
argmax,
optimization,
and
numerical
methods.