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Mathematics of Computation

Published by the American Mathematical Society since 1960 (published as Mathematical Tables and other Aids to Computation 1943-1959), Mathematics of Computation is devoted to research articles of the highest quality in computational mathematics.

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

The 2020 MCQ for Mathematics of Computation is 1.78.

What is MCQ? The Mathematical Citation Quotient (MCQ) measures journal impact by looking at citations over a five-year period. Subscribers to MathSciNet may click through for more detailed information.

 

A rank two algorithm for unconstrained minimization
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by Ronald Bass PDF
Math. Comp. 26 (1972), 129-143 Request permission

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.
References
  • R. Fletcher and M. J. D. Powell, A rapidly convergent descent method for minimization, Comput. J. 6 (1963/64), 163–168. MR 152116, DOI 10.1093/comjnl/6.2.163
  • B. A. Murtagh & R. W. H. Sargent, A Constrained Minimization Method With Quadratic Convergence, presented at the I. M. A. Conference on Optimization, held at the University of Keele, 1968. R. Fletcher, A New Approach to Variable Metric Algorithms, U.K.A.E.A. Report HL 69/4734.
  • M. J. D. Powell, A survey of numerical methods for unconstrained optimization, SIAM Rev. 12 (1970), 79–97. MR 258253, DOI 10.1137/1012004
  • H. H. Rosenbrock, An automatic method for finding the greatest or least value of a function, Comput. J. 3 (1960/61), 175–184. MR 136042, DOI 10.1093/comjnl/3.3.175
  • H. W. Sorenson, Comparison of some conjugate direction procedures for function minimization, J. Franklin Inst. 288 (1969), 421–441. MR 255026, DOI 10.1016/0016-0032(69)90253-1
  • L. A. Zadeh & C. A. Desoer, Linear System Theory, McGraw-Hill, New York, 1963. H. J. Kelley & G. E. Myers, Conjugate Direction Methods for Parameter Optimization, presented at the 18th Congress of the International Astronautical Federation, Belgrade, Yugoslavia, September 1967.
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Additional Information
  • © Copyright 1972 American Mathematical Society
  • Journal: Math. Comp. 26 (1972), 129-143
  • MSC: Primary 90C30
  • DOI: https://doi.org/10.1090/S0025-5718-1972-0302191-0
  • MathSciNet review: 0302191