The Development of Quasi-Newton Methods for Unconstrained Minimisation.

Abstract

Formulae for updating matrices in connexion with the quasi-Newton iteration are derived so as to emphasise the principles involved. Computational aspects are discussed and two FORTRAN programs for nonlinear minimisation subject to bounds on the variables are described and their use of finite difference derivatives, treatment of bounds, line searches and post-optimal sensitivity facilities are compared to demonstrate the manner in which the subject has progressed in recent years. Brief user guides to the two programs are contained in Appendices. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1977
Accession Number
ADA053780

Entities

People

  • A. G. Purcell

Organizations

  • Royal Aircraft Establishment

Tags

Communities of Interest

  • Materials and Manufacturing Processes
  • Space

DTIC Thesaurus Topics

  • Accuracy
  • Aircrafts
  • Algorithms
  • Applied Mathematics
  • Computations
  • Computer Programs
  • Computers
  • Curve Fitting
  • Eigenvalues
  • Equations
  • Inequalities
  • Iterations
  • Mathematics
  • Numerical Analysis
  • Real Variables
  • Simplex Method
  • Test And Evaluation

Readers

  • Calculus or Mathematical Analysis
  • Operations Research