Doctoral Dissertations

Abstract

"A linear acceleration technique, LAT, is developed which is applied to three conjugate direction algorithms: (1) Fletcher-Reeves algorithm, (2) Davidon-Fletcher-Powell algorithm and (3) Grey's Orthonormal Optimization Procedure (GOOP). Eight problems are solved by the three algorithms mentioned above and the Levenberg-Marquardt algorithm. The addition of the LAT algorithm improves the rate of convergence for the GOOP algorithm in all problems attempted and for some problems using the Fletcher-Reeves algorithm and the Davidon-Fletcher-Powell algorithm. Using the number of operations to perform function and derivative evaluations, the algorithms mentioned above are compared. Although the GOOP algorithm is relatively unknown outside of the optics literature, it was found to be competitive with the other successful algorithms. A proof of convergence of the accelerated GOOP algorithm for nonquadratic problems is also developed"--Abstract, page ii.

Advisor(s)

Rigler, A. K.

Committee Member(s)

Reisbig, R. L.
Plummer, O. R.
Gillett, Billy E.
Engelhardt, Max

Department(s)

Mathematics and Statistics

Degree Name

Ph. D. in Mathematics

Publisher

University of Missouri--Rolla

Publication Date

1972

Pagination

vii, 95 pages

Note about bibliography

Includes bibliographical references (pages 71-75).

Rights

© 1972 Larry Wilmer Cornwell, All rights reserved.

Document Type

Dissertation - Open Access

File Type

text

Language

English

Library of Congress Subject Headings

Mathematical optimization
Regression analysis
Nonlinear theories

Thesis Number

T 2630

Print OCLC #

6038898

Electronic OCLC #

878077966

Included in

Mathematics Commons

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