The Affine Scale Invariance of Minimization Algorithms

DOI10.2307/2006040MaRDI QIDQ4176797zbMATH OpenOpenAlexFDO

Authors James N. Lyness

Publication date 1979

Full work available at URL https://doi.org/10.2307/2006040

zbMATH Keywords

Optimization AlgorithmsAffine Scale InvarianceMinization AlgorithmsNumerical Software Valuation

Mathematics Subject Classification ID

Nonlinear programming (90C30) Renewal theory (60K05)

Cites work

• scientific article; zbMATH DE number 3278849 (Why is no real title available?)
• scientific article; zbMATH DE number 3388498 (Why is no real title available?)
• scientific article; zbMATH DE number 3083131 (Why is no real title available?)
• A Bench Mark Experiment for Minimization Algorithms
• A Rapidly Convergent Descent Method for Minimization
• Function minimization by conjugate gradients
• Methods of conjugate gradients for solving linear systems
• On the Convergence of the Variable Metric Algorithm

Cited in

(1)

• On the existence of affine invariant descent directions

Describes a project that uses

Uses Software

• BRENT

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