Accession Number : AD0714806

Title :   An Algorithm that Minimizes Homogeneous Functions of N Variables in N plus 2 Iterations and Rapidly Minimizes General Functions.

Descriptive Note : Technical rept.,

Corporate Author : HARVARD UNIV CAMBRIDGE MASS DIV OF ENGINEERING AND APPLIED PHYSICS

Personal Author(s) : Jacobson,David H. ; Oksman,Warren

Report Date : OCT 1970

Pagination or Media Count : 28

Abstract : A new algorithm for function minimization is presented. The new algorithm is based upon homogeneous functions rather than quadratic models. A consequence of this is that (n + 2) step convergence is obtained for homogeneous functions and that no one dimensional search is required. Preliminary numerical tests indicate that on general functions the algorithm is superior to the well known Fletcher and Powell method. (Author)

Descriptors :   (*FUNCTIONS(MATHEMATICS), OPTIMIZATION), (*ITERATIONS, ALGORITHMS), COMPUTER PROGRAMMING, NUMERICAL ANALYSIS, INTERPOLATION, CONVERGENCE, THEOREMS

Subject Categories : Theoretical Mathematics
      Computer Programming and Software

Distribution Statement : APPROVED FOR PUBLIC RELEASE