Computing Forward-Difference Intervals for Numerical Optimization
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Publication:3660800
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
rate of convergencenumerical experimentsbadly-scaled problemsfinite-difference gradient methodminimising a smooth multivariate functionnonderivative method
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical differentiation (65D25)
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