Skip Navigation

The Computer Journal 1969 12(2):171-178; doi:10.1093/comjnl/12.2.171
© 1969 by British Computer Society
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Similar articles in ISI Web of Science
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrow Search for citing articles in:
ISI Web of Science (67)
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by Pearson, J. D.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

Variable metric methods of minimisation

J. D. Pearson *

Research Analysis Corporation, McLean, Virginia, USA

Two basic approaches to the generation of conjugate directions are considered for the problem of unconstrained minimisation of quadratic functions. The first approach results in a projected gradient algorithm which gives ‘n step’ convergence for a quadratic. The second approach is based on the generalised solution of a set of underdetermined linear equations, various forms of which generate various new algorithms also giving n step convergence. One of them is the Fletcher and Powell modification of Davidon's method.

Results of an extensive numerical comparison of these methods with the Newton–Raphson method, the Fletcher–Reeves method, and the Fletcher–Powell–Davidon method are included, the test functions being non-quadratic.

Received October 1968.

* Research Analysis Corporation, McLean, Virginia


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer:
Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.