A conjugate direction implementation of the BFGS algorithm with automatic scaling

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dc.contributor.authorCoope, Ian D.
dc.date.accessioned2015-08-19T23:27:31Z
dc.date.available2015-08-19T23:27:31Z
dc.date.issued1987en
dc.description.abstractA new implementation of the BFGS algorithm for unconstrained optimization is reported which utilizes a conjugate factorization of the approximating Hessian matrix. The implementation is especially useful when gradient information is estimated by finite difference formulae and it is well suited to machines which are able to exploit parallel processing.en
dc.identifier.urihttp://hdl.handle.net/10092/10796
dc.language.isoen
dc.publisherUniversity of Canterbury. Dept. of Mathematicsen
dc.relation.isreferencedbyNZCUen
dc.rightsCopyright Ian D. Coopeen
dc.rights.urihttps://canterbury.libguides.com/rights/thesesen
dc.subject.anzsrcFields of Research::49 - Mathematical sciences::4904 - Pure mathematics::490401 - Algebra and number theoryen
dc.titleA conjugate direction implementation of the BFGS algorithm with automatic scalingen
thesis.degree.grantorUniversity of Canterburyen
thesis.degree.levelResearch Reporten
thesis.degree.nameResearch Reporten
uc.bibnumber215728en
uc.collegeFaculty of Engineeringen
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