Accession Number : AD0728462

Title :   The Projection Method for Unconstrained Optimization.

Descriptive Note : Technical paper,

Corporate Author : RESEARCH ANALYSIS CORP MCLEAN VA

Personal Author(s) : McCormick,Garth P. ; Ritter,Klaus

Report Date : JUL 1971

Pagination or Media Count : 23

Abstract : A method of conjugate directions, the projection method, for solving unconstrained minimization problems is presented. Under the assumption of uniform strict convexity the method is shown to converge to the global minimizer of the unconstrained problem and to have an (n-1) step super-linear rate of convergence. With a Lipschitz condition on the second derivatives the rate is shown to be a modified n-step quadratic one. (Author)

Descriptors :   (*MATHEMATICAL PROGRAMMING, ALGORITHMS), (*FUNCTIONS, OPTIMIZATION), CONVEX SETS, CONVERGENCE

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE