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. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |