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Matrix conditioning and nonlinear optimization. (English) Zbl 0371.90109


MSC:

90C30 Nonlinear programming
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[7] D.H. Jacobson and W. Oksman, ”An algorithm that minimizes homogeneous functions ofn variables inN + 2 iterations and rapidly minimizes general functions”, Technical Report 618, Division of Engineering and Applied Physics, Harvard University, Cambridge, MA, (1970). · Zbl 0202.16501
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[12] S.S. Oren and E. Spedicato, ”Optimal conditioning of self-scaling variable metric algorithms”,Mathematical Programming 10 (1976) 70–90. · Zbl 0342.90045 · doi:10.1007/BF01580654
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[14] D.F. Shanno and K.H. Phua, ”Minimization of unconstrained multivariate functions”,TOMS 2 (1976) 87–94. · Zbl 0319.65042 · doi:10.1145/355666.355673
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[16] D.F. Shanno and K.H. Phua, ”Numerical comparison of several variable metric algorithms”, MIS Tech. Rept 21, University of Arizona (1977).
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