The Affine Scale Invariance of Minimization Algorithms

DOI10.2307/2006040zbMath0394.60088OpenAlexW4249098956MaRDI QIDQ4176797

J. N. Lyness

Publication date: 1979

Full work available at URL: https://doi.org/10.2307/2006040

zbMATH Keywords

Optimization AlgorithmsAffine Scale InvarianceMinization AlgorithmsNumerical Software Valuation

Mathematics Subject Classification ID

Nonlinear programming (90C30) Renewal theory (60K05)

Related Items (1)

On the existence of affine invariant descent directions

Uses Software

• BRENT

Cites Work

• A Bench Mark Experiment for Minimization Algorithms
• A Rapidly Convergent Descent Method for Minimization
• Function minimization by conjugate gradients
• On the Convergence of the Variable Metric Algorithm
• Methods of conjugate gradients for solving linear systems
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