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Properties of the conjugate-gradient and Davidon methods. (English) Zbl 0207.17302


MSC:

65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
Full Text: DOI

References:

[1] Kelley, H. J., andMyers, G. E.,Conjugate Direction Methods for Parameter Optimization, paper presented at the 18th International Astronautical Congress, Belgrade, Yugoslavia, 1967.
[2] Fletcher, R., andReeves, C. M.,Function Minimization by Conjugate Gradients, Computer Journal, Vol. 7, No. 2, 1964. · Zbl 0132.11701
[3] Davidon, W. C.,Variable Metric Method for Minimization, Argonne National Laboratory, Report No. ANL-5990, 1959. · Zbl 0752.90062
[4] Fletcher, R., andPowell, M. J. D.,A Rapidly Convergent Descent Method for Minimization, Computer Journal, Vol. 6, No. 2, 1963. · Zbl 0132.11603
[5] Hestenes, M. R., andStiefel, E.,Method of Conjugate Gradients for Solving Linear Systems, National Bureau of Standards, Report No. 1659, 1952.
[6] Beckman, F. S.,The Solution of Linear Equations by the Conjugate Gradient Method, Mathematical Methods for Digital Computers, Edited by A. Ralston and H. S. Wilf, Chapter 4, John Wiley and Sons, New York, 1960.
[7] Johnson, I. L., andMyers, G. E.,One-Dimensional Minimization Using Search by Golden Section and Cubic Fit Methods, NASA-Manned Spacecraft Center, Internal Note No. 67-FM-172, 1967.
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