Accession Number:

AD0643973

Title:

AN EFFECTIVE ALGORITHM FOR MINIMIZATION,

Descriptive Note:

Corporate Author:

BOEING SCIENTIFIC RESEARCH LABS SEATTLE WA MATHEMATICS RESEARCH LAB

Personal Author(s):

Report Date:

1966-09-01

Pagination or Media Count:

15.0

Abstract:

An algorithm is proposed for minimizing certain nice C2 functions f on En assuming only a computational knowledge of f and grad f. It is shown that the algorithm provides global convergence at a rate which is eventually superlinear and possibly quadratic. The algorithm is purely algebraic and does not require the minimization of any functions of one variable. Numerical computation on specific problems with as many as six independent variables has shown that the method compares very favorably with the best of the other known methods. The method is compared with the Fletcher and Powell method for a simple two dimensional test problem and for a six dimensional problem arising in control theory.

Subject Categories:

  • Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE