Minimization Algorithms Making Use of Non-quadratic Properties of the Objective Function

1 December 1971

journal article
research article
Published by Oxford University Press (OUP) in IMA Journal of Applied Mathematics

Vol. 8 (3) , 315-327
https://doi.org/10.1093/imamat/8.3.315

Abstract

This paper proposes modifications to the matrix updating formulae used in the Fletcher-Powell (1963), Broyden (1970) and Fletcher (1970) methods for function minimization, and discusses some properties of these modified formulae. A function minimization algorithm incorporating the new expressions has been programmed and the results of tests with some well-known functions are reported.

Keywords

PROPOSES MODIFICATIONS
ALGORITHM
UPDATING FORMULAE
MATRIX UPDATING
FLETCHER
FUNCTION MINIMIZATION
PROPERTIES
MODIFIED FORMULAE