DocumentCode
2995816
Title
New algorithms for function minimization
Author
Jacobson, D.H. ; Oksman, W.
Author_Institution
Harvard University, Cambridge, Massachusetts
fYear
1970
fDate
7-9 Dec. 1970
Firstpage
211
Lastpage
211
Abstract
A new class of algorithms for function minimization is presented. The new algorithm are based upon homogeneous functions rather than quadratic models. A consequence of this is that (n+2) step convergence is obtained on homogeneous functions. Preliminary numerical tests indicate that, on general functions, the algorithm is superior to the well known Fletcher and Powell method.
Keywords
Convergence; Jacobian matrices; Minimization methods; Newton method; Physics;
fLanguage
English
Publisher
ieee
Conference_Titel
Adaptive Processes (9th) Decision and Control, 1970. 1970 IEEE Symposium on
Conference_Location
Austin, TX, USA
Type
conf
DOI
10.1109/SAP.1970.270022
Filename
4044677
Link To Document