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A conjugate-direction method based on a nonquadratic model (1984)

Tassopoulos, A. ; Storey, C.

Springer

Journal of optimization theory and applications 43 (1984), S. 371-381

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ISSN: 1573-2878

Keywords: Unconstrained optimization ; conjugate-direction methods ; numerical algorithms ; rational models ; quadratic models

Source: Springer Online Journal Archives 1860-2000

Topics: Mathematics

Notes: Abstract A conjugate-gradient method for unconstrained optimization, which is based on a nonquadratic model, is proposed. The technique has the same properties as the Fletcher-Reeves algorithm when applied to a quadratic function. It is shown to be efficient when tried on general functions of different dimensionality.

Type of Medium: Electronic Resource

URL: http://dx.doi.org/10.1007/BF00934461

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