Accession Number:

ADA011013

Title:

A Quasi-Newton Method for Unconstrained Minimization Problems.

Descriptive Note:

Technical summary rept.,

Corporate Author:

WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s):

Report Date:

1975-04-01

Pagination or Media Count:

42.0

Abstract:

A method is described for the minimization of a function Fx of n variables. Convergence to a stationary point is shown without assumptions on second order derivatives. If the sequence generated by this method has a cluster point in a neighbourhood of which Fx is twice continuously differentiable and has a positive definite Hessian matrix, then the convergence is superlinear. It is shown that under appropriate assumptions n consecutive search directions are conjugate. No computation of second order derivatives is required.

Subject Categories:

  • Numerical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE