DocumentCode
3010706
Title
Derivative-free algorithms for unconstrained optimization problems
Author
Ting, Ann-sheng ; Dennis, J.E.
Author_Institution
The Pennsylvania State University, University Park, Pennsylvania
fYear
1975
fDate
10-12 Dec. 1975
Firstpage
610
Lastpage
611
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control including the 14th Symposium on Adaptive Processes, 1975 IEEE Conference on
Conference_Location
Houston, TX, USA
Type
conf
DOI
10.1109/CDC.1975.270576
Filename
4045493
Link To Document