AN EFFECTIVE ALGORITHM FOR MINIMIZATION,

Abstract

An algorithm is proposed for minimizing certain nice C2 functions f on En assuming only a computational knowledge of f and grad f. It is shown that the algorithm provides global convergence at a rate which is eventually superlinear and possibly quadratic. The algorithm is purely algebraic and does not require the minimization of any functions of one variable. Numerical computation on specific problems with as many as six independent variables has shown that the method compares very favorably with the best of the other known methods. The method is compared with the Fletcher and Powell method for a simple two dimensional test problem and for a six dimensional problem arising in control theory.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1966
Accession Number
AD0643973

Entities

People

  • A. A. Goldstein
  • J. F. Price

Organizations

  • Boeing

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Computations
  • Control Theory
  • Convergence
  • Convex Sets
  • Identities
  • Inequalities
  • Mathematical Analysis
  • Mathematics
  • Scientific Research
  • Sequences
  • Test And Evaluation
  • Theorems

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Calculus or Mathematical Analysis
  • Military History of the United States in the 20th Century.