The Projection Method for Unconstrained Optimization.

Abstract

A method of conjugate directions, the projection method, for solving unconstrained minimization problems is presented. Under the assumption of uniform strict convexity the method is shown to converge to the global minimizer of the unconstrained problem and to have an (n-1) step super-linear rate of convergence. With a Lipschitz condition on the second derivatives the rate is shown to be a modified n-step quadratic one. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1971
Accession Number
AD0728462

Entities

People

  • Garth P. Mccormick
  • Klaus Ritter

Tags

DTIC Thesaurus Topics

  • Behavior And Behavior Mechanisms
  • Behavioral Disciplines And Activities
  • Behavioral Sciences
  • Canada
  • Continents
  • Convergence
  • Cooperation
  • Geographic Regions
  • Group Dynamics
  • New Brunswick
  • Optimization

Fields of Study

  • Mathematics

Readers

  • Operations Research