A Modification of Davidon's Minimization Method to Accept Difference Approximations of Derivatives
From MaRDI portal
Publication:5649933
DOI10.1145/321371.321377zbMath0239.65056OpenAlexW1994038822MaRDI QIDQ5649933
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 products ⋮ A sparse sequential quadratic programming algorithm ⋮ Global convergence and the Powell singular function ⋮ Hybrid method for nonlinear least-square problems without calculating derivatives ⋮ Search for the optima of stochastic functions† ⋮ Recent advances in unconstrained optimization ⋮ Sobolev seminorm of quadratic functions with applications to derivative-free optimization ⋮ A derivative-free optimization algorithm combining line-search and trust-region techniques ⋮ New combined method for unconstrained minimization ⋮ A variable metric algorithm for unconstrained minimization without evaluation of derivatives ⋮ Sub-optimal control of sparsely coupled systems ⋮ Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models ⋮ On a two-phase approximate greatest descent method for nonlinear optimization with equality constraints ⋮ Unnamed Item ⋮ A superlinearly convergent algorithm for minimization without evaluating derivatives ⋮ Selection of acceptance sampling plans with multi - attribute defects in computer-aided quality control ⋮ Competition and the form of habitat shift ⋮ A derivative-free trust-region algorithm for composite nonsmooth optimization ⋮ Numerical experiments on DFP-method, a powerful function minimization technique ⋮ Superlinearly convergent variable metric algorithms for general nonlinear programming problems ⋮ A robust conjugate-gradient algorithm which minimizes L-functions ⋮ On the convergence of a class of derivative-free minimization algorithms ⋮ Approximation methods for the unconstrained optimization ⋮ Development of predictor models ⋮ Generalized polynomial decomposable multiple attribute utility functions for ranking and rating multiple criteria discrete alternatives. ⋮ A new approach to constrained function optimization ⋮ A smoothing-out technique for min—max optimization ⋮ Moment problems and low rank Toeplitz approximations ⋮ Combined entropic regularization and path-following method for solving finite convex min-max problems subject to infinitely many linear constraints ⋮ A Quasi-Newton Method with No Derivatives ⋮ A nonlinear programming approach for optimizing two-stage lifting vehicle ascent to orbit ⋮ Goal-Oriented A Posteriori Error Estimation For The Travel Time Functional In Porous Media Flows ⋮ A derivative-free trust-funnel method for equality-constrained nonlinear optimization ⋮ A fast and robust unconstrained optimization method requiring minimum storage