UNIFIED APPROACH TO QUADRATICALLY CONVERGENT ALGORITHMS FOR FUNCTION MINIMIZATION,
Abstract
A unified method to construct quadratically convergent algorithms for function minimization is described. With this unified method, a generalized algorithm is derived. It is shown that all the existing conjugate-gradient algorithms and variable-metric algorithms can be obtained as particular cases. In addition, several new practical algorithms can be generated. The application of these algorithms to quadratic functions as well as nonquadratic functions is discussed. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1969
- Accession Number
- AD0702541
Entities
People
- H. Y. Huang
Organizations
- Rice University