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Numerical experiments on dual matrix algorithms for function minimization

  • H. Y. Huang
  • J. P. Chambliss
Contributed Papers

Abstract

In Ref. 2, four algorithms of dual matrices for function minimization were introduced. These algorithms are characterized by the simultaneous use of two matrices and by the property that the one-dimensional search for the optimal stepsize is not needed for convergence. For a quadratic function, these algorithms lead to the solution in at mostn+1 iterations, wheren is the number of variables in the function. Since the one-dimensional search is not needed, the total number of gradient evaluations for convergence is at mostn+2.

In this paper, the above-mentioned algorithms are tested numerically by using five nonquadratic functions. In order to investigate the effects of the stepsize on the performances of these algorithms, four schemes for the stepsize factor are employed, two corresponding to small-step processes and two corresponding to large-step processes. The numerical results show that, in spite of the wide range employed in the choice of the stepsize factor, all algorithms exhibit satisfactory convergence properties and compare favorably with the corresponding quadratically convergent algorithms using one-dimensional searches for optimal stepsizes.

Key Words

Mathematical programming function minimization method of dual matrices computing methods numerical methods 

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Copyright information

© Plenum Publishing Corporation 1974

Authors and Affiliations

  • H. Y. Huang
    • 1
  • J. P. Chambliss
    • 1
  1. 1.Department of Mechanical and Aerospace Engineering and Materials ScienceRice UniversityHouston

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