Design and Implementation of a New Descent Algorithm for Local Optimization.

Abstract

A new descent algorithm based on direction searches in the osculating plane as opposed to the negative gradient is described. The major practical difference between the implementation to this approach and quasi-Newton algorithms is the use of the Hessian in place of the inverse Hessian. Thus, the descent algorithm is most suitable for problems for which it is practical to recalculate the Hessian a number of times during the solution process. A number of comparative results with popular quasi-Newton algorithms are provided. Extensive discussion of the implementation details is included along with documentation of a convenient computer program CRATER for unconstrained optimization analysis. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Nov 15, 1979
Accession Number
ADA078220

Entities

People

  • Paul S. Jensen

Organizations

  • Lockheed Martin Missiles and Space

Tags

Communities of Interest

  • Air Platforms
  • C4I
  • Weapons Technologies

DTIC Thesaurus Topics

  • Abstracts
  • Air Force
  • Algorithms
  • Batch Processing
  • Computer Programs
  • Computers
  • Convergence
  • Equations
  • Interpolation
  • Iterations
  • Language
  • Linear Algebra
  • New York
  • Nonlinear Algebraic Equations
  • Numerical Analysis
  • Sparse Matrix
  • Three Dimensional

Fields of Study

  • Computer science

Readers

  • Computational Modeling and Simulation
  • Operations Research