• DocumentCode
    3013440
  • Title

    An algorithm for minimizing a differentiable function subject to box constraints

  • Author

    Brayton, R.K. ; Cullum, J.

  • Author_Institution
    IBM Thomas J. Watson Research Center, Yorktown Heights, New York
  • fYear
    1976
  • fDate
    1-3 Dec. 1976
  • Firstpage
    488
  • Lastpage
    491
  • Abstract
    A quasi-Newton algorithm for minimizing a function subject to box constraints is described. Since our original motivation came from the optimization of electrical circuits, this algorithm is designed to tolerate errors in the function and gradient evaluations. Theorems are given to support the use of the symmetric rank one update.
  • Keywords
    Algorithm design and analysis; Approximation algorithms; Bibliographies; Books; Circuit synthesis; Convergence; Minimization methods; Symmetric matrices; Testing; Upper bound;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control including the 15th Symposium on Adaptive Processes, 1976 IEEE Conference on
  • Conference_Location
    Clearwater, FL, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1976.267781
  • Filename
    4045641
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3013440