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New combined method for unconstrained minimization

Neue kombinierte Methode für die Minimierung ohne Restriktionen

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Abstract

This contribution contains a description of a new class of methods for unconstrained minimization, which are combination of variable metric methods and a method proposed by Charalambous (1973). These methods are very efficient and their efficiency is demonstrated on standard test functions.

Zusammenfassung

Dieser Beitrag enthält die Beschreibung einer neuen Klasse von Methoden für die Minimierung ohne Restriktionen, welche die Methoden mit variabler Metrik und die von Charalambous (1973) präsentierte Methode kombiniert. Diese Methoden sind sehr effizient und ihre Effizienz ist mit Hilfe von Standard-Testfunktionen gezeigt.

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Lukšan, L. New combined method for unconstrained minimization. Computing 28, 155–169 (1982). https://doi.org/10.1007/BF02241820

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  • DOI: https://doi.org/10.1007/BF02241820

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