PARALLEL TANGENTS AND STEEPEST DESCENT OPTIMIZATION ALGORITHM-A COMPUTER IMPLEMENTATION WITH APPLICATION TO PARTIALLY LINEAR MODELS,
Abstract
The report presents a computer implementation of the PARTAN and steepest descent optimization algorithms. Some research on fitting partially linear models is also reported. Chapter I gives an introduction to the PARTAN and steepest descent optimization algorithms. Chapter II describes the problems solvable by the present routine. Chapter III presents an analysis of the program. Input-output considerations, data preparation and limitations of the program are given in Chapter IV. Results of test problems and a list of error messages are given in Chapters V and VI respectively. The fitting of non-linear models is discussed in Chapter VII. Finally, a listing of the computer program is given in the Appendix. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1970
- Accession Number
- AD0712401
Entities
People
- O. Kempthorne
- T. Papaioannou
Organizations
- Iowa State University