Title :
Derivative-free algorithms for unconstrained optimization problems
Author :
Ting, Ann-sheng ; Dennis, J.E.
Author_Institution :
The Pennsylvania State University, University Park, Pennsylvania
Abstract :
On this paper we give several derivative-free algorithms for unconstrained optimization of a function of several variables. The algorithms are based on modifying some quasi-Newton methods by accepting a finite difference approximation to the gradient vector. They all proved to be locally and Q-superlinearly convergent.
Keywords :
Approximation algorithms; Computer science; Dermis; Equations;
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.1975.270576
