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Some investigations about a unified approach to quadratically convergent algorithms for function minimization

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Abstract

In 1969, Huang (Ref. 1) proposed a unified approach to quadratically convergent algorithms for function minimization without constraints; if we slightly modify a few points of his development, some other algorithms can be generated, among which several were published after 1969. It is also possible to generate a class of algorithms which provide quadratic convergence without linear search at each step.

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References

  1. Huang, H. Y.,Unified Approach to Quadratically Convergent Algorithms for Function Minimization, Journal of Optimization Theory and Applications, Vol. 5, No. 6, 1970.

  2. Fletcher, R.,A New Approach to Variable Metric Algorithms, Computer Journal, Vol. 13, No. 3, 1970.

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Communicated by H. Y. Huang

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Tits, A. Some investigations about a unified approach to quadratically convergent algorithms for function minimization. J Optim Theory Appl 20, 489–496 (1976). https://doi.org/10.1007/BF00933133

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  • DOI: https://doi.org/10.1007/BF00933133

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