Accession Number : AD0855929
Title : Gradient Methods in Mathematical Programming Part 1. Review of Previous Techniques,
Corporate Author : RICE UNIV HOUSTON TX AERO-ASTRONAUTICS GROUP
Personal Author(s) : Miele, A. ; Huang, H. Y. ; Cantrell, J. W.
Report Date : 1969
Pagination or Media Count : 26
Abstract : The report considers the problem of minimizing a function f(x), where f is a scalar function and x is an n-vector whose components are unconstrained. For this problem, three previous methods are reviewed, namely, the ordinary gradient method, the conjugate-gradient method, and the variable-metric method. A new intuitive derivation of the last two algorithms is presented. (Author)
Descriptors : (*MATHEMATICAL PROGRAMMING, ITERATIONS), PARTIAL DIFFERENTIAL EQUATIONS, DIFFERENCE EQUATIONS, MATRICES(MATHEMATICS), INTERPOLATION, CONVERGENCE, ALGORITHMS.
Subject Categories : Operations Research
Distribution Statement : APPROVED FOR PUBLIC RELEASE