Evaluation of Step Directions in Optimization Algorithms

William C. Davidon, Jorge Nocedal

Research output: Contribution to journalArticlepeer-review

Abstract

We present a method for comparing that part of optimization algorithms that chooses each step direction. It is an example of a general approach to algorithm evaluation in which one tests specific parts of the algorithm, rather than making overall evaluations on a set of standard test problems. Our testing procedure can he useful for developing new algorithms and for writing and evaluating optimization software. We use the method to compare two versions of the conjugate gradient algorithm, and to compare these with an algorithm based on conic functions.

Original languageEnglish (US)
Pages (from-to)12-19
Number of pages8
JournalACM Transactions on Mathematical Software (TOMS)
Volume11
Issue number1
DOIs
StatePublished - Mar 1 1985

Keywords

  • Conic functions
  • conjugate gradients
  • optimization
  • software

ASJC Scopus subject areas

  • Software
  • Applied Mathematics

Fingerprint Dive into the research topics of 'Evaluation of Step Directions in Optimization Algorithms'. Together they form a unique fingerprint.

Cite this