A View of Unconstrained Minimization Algorithms that Do Not Require Derivatives

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A View of Unconstrained Minimization Algorithms that Do Not Require Derivatives

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ACM Transactions on Mathematical Software (TOMS) archive
Volume 1 , Issue 2 (June 1975) table of contents

Pages: 97 - 107

Year of Publication: 1975

ISSN:0098-3500

Author

M. J. D. Powell

Computer Science and Systems Division, Building 8.9, AERE Harwell, Didcot, 0X11 ORA, England

Publisher

ACM New York, NY, USA

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REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

	1	BRENT, R.P. Algorithms for Mznimizatwn Without Derivatives. Prentice-Hall, Englewood Cliffs, N.J., 1973.
	2	CULLUM, J. Modffied rank one--no derivative unconstrained optimization method (MRIND). IBM Tech. Disclosure Bull. 14 (1972), 3732-3733.
	3	FLETCHER, R. A new approach to variable metric algorithms. Computer J. 13 (1970), 317-322.
	4	GILL, P.E., AND MVRRAr, W. Quasi-Newton methods for unconstrained optimization. J. Inst. Math. Appl. 9 (1972), 91-108.
	5	GILL, P.E, MURRAY, W., AND PITFIELD, R. The implementation of two revised quasi- Newton algorithms for unconstrained optimization. Rep. NAC 11, Nat. Physical Lab., Teddington, England, 1972.
	6	GOLDFARB, D. A family of variable metric methods derived by variational means. Math. Computation 2~4 (1970), 23-26.
	7	GREENSTADT, J. Variations on variable-metric methods. Math Computation 2~ (1970), 1-22.
	8	GREENSTADT, J. A quasi-Newton method with no derivatives. Math. Computation 26 (1972), 145-166.
	9	GREENSTADT, J. Improvements in a QNWD method. Rep. 320-3306, IBM Corp., Palo Alto, Calif., 1972.
	10	KOWALIK, J., AND OSBORNE, M R. Methods for Unconstrained Optimizatwn Problems. Elsevier, New York, 1968.
	11	MIFFLIN, P~. k superlineady convergent algorithm for minimization without evaluating derivatives. Rep. 65, Administrative Sci, Yale U., New Haven, Conn., 1974.
	12	PARKINSON, J.M., AND HUTCHINSON, D. An investigation into the efficiency of variants on the simplex method. In Numemcal Methods for Nonlinear Optzm~zatwn, F.A. Lootsm~ (Ed.), Academic Press, London, 1972, ch. 8
	13	0POWELL, M.J.D. An efficient method for finding the minimum of a function of several variables without calculating derivatives. Computer J. 7 (1964), 155-162.
	14	POWELL, M.J.D. Recent advances in unconstrained optimization. Math. Progr. 1 (1971), 26-57.
	15	I~OSENBROCK, H.H. An automatic method for finding the greatest or the least value of a function. Computer J. 3 (1960), 175-184.
	16	G. W. Stewart, III, A Modification of Davidon's Minimization Method to Accept Difference Approximations of Derivatives, Journal of the ACM (JACM), v.14 n.1, p.72-83, Jan. 1967 [doi>10.1145/321371.321377]
	17	WILDE, D.J. Optimum Seeking Methods. Prentice-Hall, Englewood Cliffs, N.J., 1964.
	18	WINFIELD, D. Function minimization by interpolation in a data table. J. Inst. Math. Appl. 12 (1973), 339-347.