Numerical experiments on quadratically convergent algorithms for function minimization
From MaRDI portal
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
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
Cites Work
