Accession Number:
ADA169028
Title:
Iterative Methods for Large Linear and Nonlinear Least Squares Problems.
Descriptive Note:
Final rept. 1 Feb 83-31 Jan 86,
Corporate Author:
RICE UNIV HOUSTON TEX DEPT OF MATHEMATICAL SCIENCES
Personal Author(s):
Report Date:
1986-03-31
Pagination or Media Count:
6.0
Abstract:
Under a grant to 8 graduate students the most exciting research accomplishment is a new trust region approach to global convergence for nonlinear programming problems. Testing has also begun on a variable metric variant of the Kamarkar linear programming algorithm that could be of great practical significance if very preliminary tests are any indication. Other interesting work has been a unified convergence analysis for the many variants of the conjugate gradient method, a convergence analysis of the popular Nelder-Mead algorithm, a novel use of interactive computer graphics to obtain user preferences in multi-objective optimization, a convergence analysis of the EM algorithm for mixture density estimation, and a survey of all the work done by researchers in various fields on nonlinear programming problems in which some subset of the variables always appear linearly.
Descriptors:
Subject Categories:
- Statistics and Probability