Report
A NUMERICAL COMPARISON OF SELF SCALING VARIABLE METRIC ALGORITHMS
| العنوان: | A NUMERICAL COMPARISON OF SELF SCALING VARIABLE METRIC ALGORITHMS |
|---|---|
| المؤلفون: | van der Hoek, G., Dijkshoorn, M. W. |
| المجموعة: | RePEc (Research Papers in Economics) |
| الوصف: | Recently developed quasi-Newton algorithms for unconstrained optimization focus on the solution of badly scaled problems. A uniform numerical comparison of these algorithms is performed to get insight in their relative behaviour and to verify emperically their ability to solve badly scaled problems. A suitable battery of testproblems is suggested. The design of the experiments and their results are preceded by a short description of the theoretical backgrounds as they were developed by Oren and Luenberger. Recent alternatives of Oren and Spedicato and of Shanno and Phua are mentioned The classical DFP- and BFGS-algorithms are considered as well. ; Agricultural and Food Policy, Research Methods/ Statistical Methods |
| نوع الوثيقة: | report |
| اللغة: | unknown |
| Relation: | https://ageconsearch.umn.edu/record/272178/files/erasmus114.pdf; https://ageconsearch.umn.edu/record/272178/files/erasmus114.pdf?subformat=pdfa |
| الاتاحة: | https://ageconsearch.umn.edu/record/272178/files/erasmus114.pdf https://ageconsearch.umn.edu/record/272178/files/erasmus114.pdf?subformat=pdfa |
| رقم الانضمام: | edsbas.BD3854D7 |
| قاعدة البيانات: | BASE |
| الوصف غير متاح. |