Computing Forward-Difference Intervals for Numerical Optimization

DOI10.1137/0904025zbMath0514.65044OpenAlexW2035225104MaRDI QIDQ3660800

Philip E. Gill, Margaret H. Wright, Michael A. Saunders, Walter Murray

Publication date: 1983

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0904025

zbMATH Keywords

rate of convergencenumerical experimentsbadly-scaled problemsfinite-difference gradient methodminimising a smooth multivariate functionnonderivative method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical differentiation (65D25)

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Uses Software

• Algorithm 413

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