Updating the Gradient with Quasi-Newton Methods in Nonlinear Optimization

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Helsinki University of Technology | Diplomityö
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Date

2001

Major/Subject

Sovellettu matematiikka

Mcode

Mat-2

Degree programme

Language

en

Pages

iv + 75

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Description

Supervisor

Ehtamo, Harri

Keywords

constrained nonlinear optimization, rajoitettu epälineaarinen optimointi, reduced gradient method, redusoidun gradientin menetelmä, gradient approxi-mation, gradientin approksimointi, quasi-Newton methods, kvasi-Newton-menetelmät, matrix update, matriisin päivitys, method of Hooke and Jeeves, Hooken ja Jeevesin menetelmä

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