A rank two algorithm for unconstrained minimization-Reference-Cited by-同舟云学术

A rank two algorithm for unconstrained minimization

Published:1972 Issue:117 Volume:26 Page:129-143
ISSN:0025-5718
Container-title:Mathematics of Computation
language:en
Short-container-title:Math. Comp.

Author:

Bass Ronald

Abstract

A stable second-order unconstrained minimization algorithm with quadratic termination is given. The algorithm does not require any one-dimensional minimizations. Computational results presented indicate that the performance of this algorithm compares favorably with other well-known unconstrained minimization algorithms.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics,Computational Mathematics,Algebra and Number Theory

Link

http://www.ams.org/mcom/1972-26-117/S0025-5718-1972-0302191-0/S0025-5718-1972-0302191-0.pdf

Reference8 articles.

1. A rapidly convergent descent method for minimization;Fletcher, R.;Comput. J.,1963

2. B. A. Murtagh & R. W. H. Sargent, A Constrained Minimization Method With Quadratic Convergence, presented at the I. M. A. Conference on Optimization, held at the University of Keele, 1968.

3. R. Fletcher, A New Approach to Variable Metric Algorithms, U.K.A.E.A. Report HL 69/4734.

4. A survey of numerical methods for unconstrained optimization;Powell, M. J. D.;SIAM Rev.,1970

5. An automatic method for finding the greatest or least value of a function;Rosenbrock, H. H.;Comput. J.,1960

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