| Abstract: | Collinear scaling algorithms for unconstrained minimization were first proposed by Davidon (1977,80) so that they may incorporate more information about the problem than is possible with quasi–Newton algorithms. Sorensen (1980,82), and Ariyawansa (1983,90) have derived collinear scaling algorithms as natural extensions of quasi–Newton algorithms. In this paper we describe the results of a comprehensive numerical evaluation of four members in the classes of collinear scaling algorithms derived by Sorensen (1980,82) and Ariyawansa (1983,90), relative to the quasi–Newton algorithms they extend. |
