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A numerically stable optimization method based on A homogeneous function
Authors:J S Kowalik  K G Ramakrishnan
Institution:(1) Washington State University, Pullman, Wash., USA
Abstract:An improved version of an unconstrained optimization algorithm based upon a homogeneous function is presented. The method is numerically stable and uses the Bartels—Golub factorization instead of Householder's modification formula. Several numerical tests indicate that the proposed method is robust and very efficient.
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