Generation of conjugate directions for unconstrained minimization without derivatives
Author:
Larry Nazareth
Journal:
Math. Comp. 30 (1976), 115131
MSC:
Primary 65K05
MathSciNet review:
0398100
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Abstract: We analyze a technique for unconstrained minimization without derivatives. This stems from two theorems proved by M. J. D. Powell. A particular version, which we consider in detail, is related to the Jacobi process for finding the eigensystem of a symmetric matrix, and the two processes, although different, help to illuminate one another. We study convergence of the search directions to mutual conjugacy, cases when cycling occurs and identify a broad class of 'cyclic patterns' for which convergence to mutual conjugacy is proven.
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Additional Information
DOI:
http://dx.doi.org/10.1090/S00255718197603981002
PII:
S 00255718(1976)03981002
Article copyright:
© Copyright 1976 American Mathematical Society
