Abstract
A recently reported minimisation method allows great flexibility in choosing successive steps without losing the property of quadratic convergence, but special precautions are necessary to ensure ultimate convergence from an arbitrary point for general functions. The paper makes an analysis of the required conditions, which give rise to several possible algorithms, and results of these of a number of problems are presented and discussed.
Keywords
Minimisation (clinical trials)Quadratic growthQuadratic equationMathematical optimizationComputer scienceConvergence (economics)Property (philosophy)MathematicsFlexibility (engineering)Quadratic programmingApplied mathematicsAlgorithmStatistics
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Publication Info
- Year
- 1970
- Type
- article
- Volume
- 13
- Issue
- 2
- Pages
- 185-194
- Citations
- 342
- Access
- Closed
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Cite This
B. A. Murtagh
(1970).
Computational experience with quadratically convergent minimisation methods.
The Computer Journal
, 13
(2)
, 185-194.
https://doi.org/10.1093/comjnl/13.2.185
Identifiers
- DOI
- 10.1093/comjnl/13.2.185