Gradient Methods in Mathematical Programming Part 1. Review of Previous Techniques
Abstract
The report considers the problem of minimizing a function f(x), where f is a scalar function and x is an n-vector whose components are unconstrained. For this problem, three previous methods are reviewed, namely, the ordinary gradient method, the conjugate-gradient method, and the variable-metric method. A new intuitive derivation of the last two algorithms is presented.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1969
- Accession Number
- AD0855929
Entities
People
- Angelo Miele
- H. Y. Huang
- J. W. Cantrell
Organizations
- Rice University