Numerical experiments on quadratically convergent algorithms for function minimization
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Publication:2536596
DOI10.1007/BF00926604zbMATH Open0187.40401OpenAlexW1970903673MaRDI QIDQ2536596FDOQ2536596
Authors: Yanyan Li
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
Cites Work
Cited In (16)
- Variable metric methods in Hilbert space with applications to control problems
- On variable-metric algorithms
- Best practices for comparing optimization algorithms
- Unconstrained approach to the extremization of constrained functions
- Computational experience with Davidon's least-square algorithm
- Conditions for variable-metric algorithms to be conjugate-gradient algorithms
- Quasi-Newton methods for saddlepoints
- Method of dual matrices for function minimization
- Quadratically convergent algorithms and one-dimensional search schemes
- Variable metric algorithms: Necessary and sufficient conditions for identical behaviour of nonquadratic functions
- Numerical experiments on DFP-method, a powerful function minimization technique
- Computational performance of Huang's symmetric update for the conjugate gradient method
- On the uniqueness of search directions in variable metric algorithms
- Numerical experiments on dual matrix algorithms for function minimization
- On the convergence of variable-metric methods
- Approximation methods for the unconstrained optimization
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