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.
Descriptors:
Subject Categories:
- Numerical Mathematics