Quadratic termination properties of Davidon's new variable metric algorithm

DOI10.1007/BF01593779zbMath0399.90085OpenAlexW1994482884MaRDI QIDQ4184640

M. J. D. Powell

Publication date: 1977

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01593779

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (7)

Some numerical experience with a globally convergent algorithm for nonlinearly constrained optimization ⋮ Solving nonlinear inequalities in a finite number of iterations ⋮ An algorithm for minimizing a differentiable function subject to box constraints and errors ⋮ A new arc algorithm for unconstrained optimization ⋮ Differential optimization techniques ⋮ A parallel unconstrained quasi-Newton algorithm and its performance on a local memory parallel computer ⋮ The kidney model as an inverse problem

Cites Work

• Optimally conditioned optimization algorithms without line searches
• A minimal point of a finite metric set
• Extension of Davidon’s Variable Metric Method to Maximization Under Linear Inequality and Equality Constraints
• Quadratic Termination Properties of Minimization Algorithms I. Statement and Discussion of Results

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