Name
Abstract | ||
|---|---|---|
We report the development of second-derivative FORTRAN routines to supplement Algorithm 566 developed by J. More´ et al. (ACM Trans. Math. Softw. 7, 14-41, 136–140, 1981). Algorithm 566 provides function and gradient subroutines of 18 test functions for multivariate minimization. Our supplementary Hessian segments enable users to test optimization software that requires second derivative information. Eigenvalue analysis throughout the minimization is now possible, with the goal of better understanding progress by different minimization algorithms and the relation of progress to eigenvalue distribution and condition number. |
Year | DOI | Venue |
|---|---|---|
1994 | 10.1145/192115.192128 | ACM Trans. Math. Softw. |
Keywords | Field | DocType |
different minimization algorithm,hessian subroutines,acm trans,derivative information,test function,multivariate minimization,gradient subroutine,better understanding progress,optimization software,condition number,eigenvalue analysis | Condition number,Mathematical optimization,Second derivative,Subroutine,Nonlinear programming,Hessian matrix,Algorithm,Fortran,Software,Eigenvalues and eigenvectors,Mathematics | Journal |
Volume | Issue | ISSN |
20 | 3 | 0098-3500 |
Citations | PageRank | References |
2 | 0.44 | 2 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Victoria Z. Averbukh | 1 | 2 | 0.44 |
| Samuel Figueroa | 2 | 2 | 0.44 |
| Tamar Schlick | 3 | 251 | 62.71 |