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Abstract
Collinear scaling algorithms for unconstrained minimization were first proposed by Davidon (1977,80) so that they may incorporate more information about the problem than is possible with quasi–Newton algorithms. Sorensen (1980,82), and Ariyawansa (1983,90) have derived collinear scaling algorithms as natural extensions of quasi–Newton algorithms. In this paper we describe the results of a comprehensive numerical evaluation of four members in the classes of collinear scaling algorithms derived by Sorensen (1980,82) and Ariyawansa (1983,90), relative to the quasi–Newton algorithms they extend.
∗This research was supported in part by NSF Grant DMS-8414460 and by DOE Grant DE-FG06- 8SER25007 awarded to Washington State University, and by the Applied Mathematical Sciences subprogram of the U.S. Department of Energy under Contract W-31-109-Eng-38 while the first author was visiting the Mathematics and Computer Science Division of Argonne National Laboratory
∗This research was supported in part by NSF Grant DMS-8414460 and by DOE Grant DE-FG06- 8SER25007 awarded to Washington State University, and by the Applied Mathematical Sciences subprogram of the U.S. Department of Energy under Contract W-31-109-Eng-38 while the first author was visiting the Mathematics and Computer Science Division of Argonne National Laboratory
Notes
∗This research was supported in part by NSF Grant DMS-8414460 and by DOE Grant DE-FG06- 8SER25007 awarded to Washington State University, and by the Applied Mathematical Sciences subprogram of the U.S. Department of Energy under Contract W-31-109-Eng-38 while the first author was visiting the Mathematics and Computer Science Division of Argonne National Laboratory