501. A rank-one algorithm for unconstrained function minimization
- Author
-
D. O. Norris and J. D. Gerken
- Subjects
Freivalds' algorithm ,Control and Optimization ,Binary GCD algorithm ,Applied Mathematics ,MathematicsofComputing_NUMERICALANALYSIS ,Out-of-kilter algorithm ,Management Science and Operations Research ,Simplex algorithm ,Search algorithm ,Ramer–Douglas–Peucker algorithm ,Output-sensitive algorithm ,Difference-map algorithm ,Algorithm ,Mathematics - Abstract
A rank-one algorithm is presented for unconstrained function minimization. The algorithm is a modified version of Davidon's variance algorithm and incorporates a limited line search. It is shown that the algorithm is a descent algorithm; for quadratic forms, it exhibits finite convergence, in certain cases. Numerical studies indicate that it is considerably superior to both the Davidon-Fletcher-Powell algorithm and the conjugate-gradient algorithm.
- Published
- 1977
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