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Mathematics of Computation

ISSN 1088-6842(online) ISSN 0025-5718(print)



A rank two algorithm for unconstrained minimization

Author: Ronald Bass
Journal: Math. Comp. 26 (1972), 129-143
MSC: Primary 90C30
MathSciNet review: 0302191
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Abstract: A stable second-order unconstrained minimization algorithm with quadratic termination is given. The algorithm does not require any one-dimensional minimizations. Computational results presented indicate that the performance of this algorithm compares favorably with other well-known unconstrained minimization algorithms.

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Keywords: Optimization, unconstrained optimization, unconstrained minimization, conjugate gradient, rank two, nonlinear equation, quasi-newton, ascent, steepest ascent
Article copyright: © Copyright 1972 American Mathematical Society