ON VARIABLE METRIC METHODS OF MINIMIZATION

Abstract

Two basic approaches to the generation of conjugate directions are considered for the problem of unconstrained minimization of a quadratic function. Using the principle of choosing a step direction orthogonal to the previous gradient changes, a projected gradient algorithm and a class of variable metric algorithms are derived. Three variants of the class are developed into algorithms, one of which is the Fletcher-Powell-Davidon scheme. Numerical results indicate the merits of the new algorithms compared to several now in use, for a variety of nonquadratic problems.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1968
Accession Number
AD0666700

Entities

People

  • John D. Pearson

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Algorithms
  • Computer Programming
  • Construction
  • Corporations
  • Demographic Cohorts
  • Diameters
  • Eigenvalues
  • Eigenvectors
  • Equations
  • Iterations
  • Mathematical Analysis
  • Military Research
  • Nonlinear Programming
  • Numerical Analysis
  • Polynomials

Readers

  • Operations Research