A numerical evaluation of some collinear scaling algorithms for unconstrained

Autor:	K. A. Ariyawansa, D. T. M. Lau
Rok vydání:	1995
Předmět:	Control and Optimization Applied Mathematics Minification Management Science and Operations Research Scaling Algorithm Mathematics
Zdroj:	Optimization. 33:201-234
ISSN:	1029-4945 0233-1934
DOI:	10.1080/02331939508844077
Popis:	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.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::5b4ee6f0e7c6b968fc23f2829a6e46d4 https://doi.org/10.1080/02331939508844077 Zobrazit plný text záznamu