A Modification of Davidon's Minimization Method to Accept Difference Approximations of Derivatives

From MaRDI portal
Publication:5649933

DOI10.1145/321371.321377zbMath0239.65056OpenAlexW1994038822MaRDI QIDQ5649933

G. W. Stewart

Publication date: 1967

Published in: Journal of the ACM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/321371.321377




Related Items

A truncated Newton optimization algorithm in meteorology applications with analytic Hessian/vector productsA sparse sequential quadratic programming algorithmGlobal convergence and the Powell singular functionHybrid method for nonlinear least-square problems without calculating derivativesSearch for the optima of stochastic functions†Recent advances in unconstrained optimizationSobolev seminorm of quadratic functions with applications to derivative-free optimizationA derivative-free optimization algorithm combining line-search and trust-region techniquesNew combined method for unconstrained minimizationA variable metric algorithm for unconstrained minimization without evaluation of derivativesSub-optimal control of sparsely coupled systemsEstimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric modelsOn a two-phase approximate greatest descent method for nonlinear optimization with equality constraintsUnnamed ItemA superlinearly convergent algorithm for minimization without evaluating derivativesSelection of acceptance sampling plans with multi - attribute defects in computer-aided quality controlCompetition and the form of habitat shiftA derivative-free trust-region algorithm for composite nonsmooth optimizationNumerical experiments on DFP-method, a powerful function minimization techniqueSuperlinearly convergent variable metric algorithms for general nonlinear programming problemsA robust conjugate-gradient algorithm which minimizes L-functionsOn the convergence of a class of derivative-free minimization algorithmsApproximation methods for the unconstrained optimizationDevelopment of predictor modelsGeneralized polynomial decomposable multiple attribute utility functions for ranking and rating multiple criteria discrete alternatives.A new approach to constrained function optimizationA smoothing-out technique for min—max optimizationMoment problems and low rank Toeplitz approximationsCombined entropic regularization and path-following method for solving finite convex min-max problems subject to infinitely many linear constraintsA Quasi-Newton Method with No DerivativesA nonlinear programming approach for optimizing two-stage lifting vehicle ascent to orbitGoal-Oriented A Posteriori Error Estimation For The Travel Time Functional In Porous Media FlowsA derivative-free trust-funnel method for equality-constrained nonlinear optimizationA fast and robust unconstrained optimization method requiring minimum storage