Numerical experiments on quadratically convergent algorithms for function minimization
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Publication:2536596
DOI10.1007/BF00926604zbMath0187.40401OpenAlexW1970903673MaRDI QIDQ2536596
Publication date: 1970
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00926604
Related Items (16)
Best practices for comparing optimization algorithms ⋮ Conditions for variable-metric algorithms to be conjugate-gradient algorithms ⋮ Variable metric methods in Hilbert space with applications to control problems ⋮ Numerical experiments on DFP-method, a powerful function minimization technique ⋮ Approximation methods for the unconstrained optimization ⋮ Computational experience with Davidon's least-square algorithm ⋮ On variable-metric algorithms ⋮ Quasi-Newton methods for saddlepoints ⋮ Variable metric algorithms: Necessary and sufficient conditions for identical behaviour of nonquadratic functions ⋮ Unconstrained approach to the extremization of constrained functions ⋮ Quadratically convergent algorithms and one-dimensional search schemes ⋮ On the uniqueness of search directions in variable metric algorithms ⋮ Method of dual matrices for function minimization ⋮ Numerical experiments on dual matrix algorithms for function minimization ⋮ On the convergence of variable-metric methods ⋮ Computational performance of Huang's symmetric update for the conjugate gradient method
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