Accession Number:

AD0770616

Title:

Unified Approach to Unconstrained Minimization (I). Generation of Conjugate Directions for Unconstrained Minimization Without Derivatives (II).

Descriptive Note:

Technical rept.,

Corporate Author:

CALIFORNIA UNIV BERKELEY DEPT OF ELECTRICAL ENGINEERING AND COMPUTER SCIENCES

Personal Author(s):

• Nazareth,Lawrence

Report Date:

1973-11-01

Pagination or Media Count:

144.0

Abstract:

Several important classes of algorithms for unconstrained minimization when applied to a quadratic function with Hessian A, may be regarded as being alternative ways to effect certain matrix factorizations of or with respect to A. This approach leads to a clear insight into the basic equivalence of many algorithms that are implemented in very different ways and which differ in their informational requirements. It also enables their presentation within a unified framework. In Part 2, the author analyzes in detail a particular technique for generating conjugate directions for unconstrained minimization without derivatives. Modified author abstract

Descriptors:

• *FUNCTIONS(MATHEMATICS)
• *APPROXIMATION(MATHEMATICS)
• *OPTIMIZATION
• MATRICES(MATHEMATICS)
• ITERATIONS
• THESES

Subject Categories:

• Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE