Minimization Algorithms Making Use of Non-quadratic Properties of the Objective Function |
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Authors: | BIGGS M C |
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Institution: |
Numerical Optimization Centre, The Hatfield Polytechnic Hatfield, Hertfordshire, England
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Abstract: | This paper proposes modifications to the matrix updating formulaeused in the Fletcher-Powell (1963), Broyden (1970) and Fletcher(1970) methods for function minimization, and discusses someproperties of these modified formulae. A function minimizationalgorithm incorporating the new expressions has been programmedand the results of tests with some well-known functions arereported. |
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Keywords: | |
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