Title :
New algorithms for function minimization
Author :
Jacobson, D.H. ; Oksman, W.
Author_Institution :
Harvard University, Cambridge, Massachusetts
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;
Conference_Titel :
Adaptive Processes (9th) Decision and Control, 1970. 1970 IEEE Symposium on
Conference_Location :
Austin, TX, USA
DOI :
10.1109/SAP.1970.270022