Title :
Error analysis in conjugate direction methods
Author :
Sachet, M. ; Kahne, S.
Author_Institution :
University of Minnesota, Minneapolis, Minnesota
Abstract :
Error propagation in conjugate direction methods is analyzed. Step size errors at any given iteration are propagated without change. Errors in search direction behave differently. Consider a series of n iterations and assume an error occurs in one search direction, dk. Then, the nth search direction dn, will have k components which deviate from the correct direction dn*.
Keywords :
Computer errors; Error analysis; Minimization methods; Optimization methods;
Conference_Titel :
Decision and Control including the 14th Symposium on Adaptive Processes, 1975 IEEE Conference on
Conference_Location :
Houston, TX, USA
DOI :
10.1109/CDC.1975.270645
