Combined lp and quasi-Newton methods for minimax optimization
✍ Scribed by Jørgen Hald; Kaj Madsen
- Publisher
- Springer-Verlag
- Year
- 1981
- Tongue
- English
- Weight
- 680 KB
- Volume
- 20
- Category
- Article
- ISSN
- 0025-5610
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📜 SIMILAR VOLUMES
We consider multi-step quasi-Newton methods for unconstrained optimization. These methods were introduced by the authors (Ford and Moghrabi [5,6,8]), who showed how an interpolating curve in the variable-space could be used to derive an appropriate generalization of the Secant Equation normally empl
Optimization in Simulation is an important problem often encountered in system behavior investigation; however, the existing methods such as response surface methodology and stochastic approximation method are inefficient. This paper presents a modification of a quasi-Newton method, in which the par