Accession Number:

AD0743705

Title:

A Comparison of Two Alternative Unconstrained Non-Linear Optimization Techniques.

Descriptive Note:

Master's thesis,

Corporate Author:

NAVAL POSTGRADUATE SCHOOL MONTEREY CALIF

Personal Author(s):

• Murray,John Anthony

Report Date:

1972-05-01

Pagination or Media Count:

41.0

Abstract:

Two alternative methods for optimizing an unconstrained non-linear function are investigated and compared. The investigations are made subject to a restriction as to the number of function evaluations available to conduct the optimization procedures. Powells method of conjugate directions is employed as the direct search method and is considered the reference method. The alternate method is based on fitting a quadratic surface to the available function evaluations and optimizing over the resulting fitted surface. The test functions considered in the investigation were limited to unimodal functions. Author

Descriptors:

• (*FUNCTIONS(MATHEMATICS)
• *OPTIMIZATION)
• CURVE FITTING
• COMPUTER PROGRAMMING
• SEARCH THEORY
• TABLES(DATA)
• THESES

Subject Categories:

• Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE