Conjugate Direction Algorithms In Numerical Analysis And Optimization

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Publisher

U.S. Army Research Office

Abstract

Description

The purpose of this paper is to present some effective optimization techniques in numerical analysis. A mathematical development and a geometric interpretation of the conjugate direction method are presented. The.method is used to minimize a real valued function of n real variables. Included are numerical computations for a variety of test functions. The results are compared computationally with other methods used in minimization. Also, listings of computer programs are included.,National Science Foundation, Washington, D.C. 20550, Grant no. GP-40175, August 1, 1973 - Jan. 31, 1975; Faculty Research Grant, The University of Toledo, January, 1974 - June, 1975.

Keywords

mathematics

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