• 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