Accession Number:

AD0618502

Title:

MINIMIZING CONVEX FUNCTIONS OVER A SIMPLEX

Descriptive Note:

Mathematical note

Corporate Author:

BOEING SCIENTIFIC RESEARCH LABS SEATTLE WA

Report Date:

1965-04-01

Pagination or Media Count:

18.0

Abstract:

The authors present an iteration procedure to locate the minimum of a continuously differentiable strictly convex function over the unbounded simplex in Euclidean n-space, and prove that the procedure converges to the unique minimum. This procedure is constructed to facilitate its adaptation to machine programming. Applications of this procedure to maximum likelihood estimation in certain non-parametric cases are mentioned.

Subject Categories:

  • Numerical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE