BBVSCG - A VARIABLE-STORAGE ALGORITHM FOR FUNCTION MINIMIZATION

被引:27
作者
BUCKLEY, A [1 ]
LENIR, A [1 ]
机构
[1] CONCORDIA UNIV,DEPT MATH,MONTREAL H3B 1M8,QUEBEC,CANADA
来源
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE | 1985年 / 11卷 / 02期
关键词
OPTIMIZATION;
D O I
10.1145/214392.214395
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
This routine is designed to find a close approximation to a local minimum of a nonlinear function f(x). Here x is a vector of n variables, that is, x equals (x//1,x//2,. . . ,x//n), and f is assumed to be smooth, that is, to have at least continuous second derivatives. As with almost all minimization algorithms, there is no attempt made to ensure that the minimum obtained is global.
引用
收藏
页码:103 / 119
页数:17
相关论文
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    BUCKLEY, A
    LENIR, A
    [J]. MATHEMATICAL PROGRAMMING, 1983, 27 (02) : 155 - 175
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