An Algorithm that Minimizes Homogeneous Functions of N Variables in N plus 2 Iterations and Rapidly Minimizes General Functions.
Abstract
A new algorithm for function minimization is presented. The new algorithm is based upon homogeneous functions rather than quadratic models. A consequence of this is that (n + 2) step convergence is obtained for homogeneous functions and that no one dimensional search is required. Preliminary numerical tests indicate that on general functions the algorithm is superior to the well known Fletcher and Powell method. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 01, 1970
- Accession Number
- AD0714806
Entities
People
- David H. Jacobson
- Warren Oksman
Organizations
- Harvard University