Rapidly Convergent Algorithms for Nonsmooth Optimization

Abstract

The research supported by this grant has continued the development of efficient methods for solving optimization problems involving implicity defined functions that are not everywhere differentiable. Progress has been made on extending a rapidly convergent algorithm for the single variable case to the n variable case. A specialization of this research has produced a new two matrix quasi-Newton method for smooth minimization. Also, a new fast method has been developed for the single variable case where only function, and not subderivative, values are available.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1990
Accession Number
ADA231110

Entities

People

  • Robert Mifflin

Organizations

  • Washington State University

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Computations
  • Computer Programming
  • Convergence
  • Errors
  • Iterations
  • Linear Systems
  • Mathematical Programming
  • Optimization
  • Parallel Computing
  • Parallel Processing
  • Quadratic Programming
  • Security

Readers

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