New least-square algorithms
- W. C. Davidon
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New algorithms are presented for approximating the minimum of the sum of squares ofM real and differentiable functions over anN-dimensional space. These algorithms update estimates for the location of a minimum after each one of the functions and its first derivatives are evaluated, in contrast with other least-square algorithms which evaluate allM functions and their derivatives at one point before using any of this information to make an update. These new algorithms give estimates which fluctuate about a minimum rather than converging to it. For many least-square problems, they give an adequate approximation for the solution more quickly than do other algorithms.
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- New least-square algorithms
Journal of Optimization Theory and Applications
Volume 18, Issue 2 , pp 187-197
- Cover Date
- Print ISSN
- Online ISSN
- Kluwer Academic Publishers-Plenum Publishers
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- Least-square methods
- variable-metric methods
- gradient methods
- nonlinear programming
- Industry Sectors
- W. C. Davidon (1)
- Author Affiliations
- 1. Haverford College, Haverford, Pennsylvania