MINIMIZING CONVEX FUNCTIONS OVER A SIMPLEX

Abstract

The authors present an iteration procedure to locate the minimum of a continuously differentiable strictly convex function over the unbounded simplex in Euclidean n-space, and prove that the procedure converges to the unique minimum. This procedure is constructed to facilitate its adaptation to machine programming. Applications of this procedure to maximum likelihood estimation in certain non-parametric cases are mentioned.

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1965
Accession Number
AD0618502

Entities

People

  • Gordon B. Crawford
  • Sam C. Saunders

Organizations

  • Boeing

Tags

DTIC Thesaurus Topics

  • Approximation (Mathematics)
  • Continuity
  • Convex Sets
  • Equations
  • Hard Copy
  • Inequalities
  • Intervals
  • Iterations
  • Mathematical Analysis
  • Mathematics
  • Maximum Likelihood Estimation
  • Numbers
  • Real Numbers
  • Scientific Research
  • Sequences
  • Theorems

Fields of Study

  • Mathematics

Readers

  • Graph Algorithms and Convex Optimization.
  • Linear Algebra
  • Regression Analysis.

Technology Areas

  • Space
  • Space - Space Objects