Theory of algorithms for unconstrained optimization

Research output: Contribution to journalArticlepeer-review

207 Scopus citations

Abstract

A few months ago, while preparing a lecture to an audience that included engineers and numerical analysts, I asked myself the question: from the point of view of a user of nonlinear optimization routines, how interesting and practical is the body of theoretical analysis developed in this field? To make the question a bit more precise, I decided to select the best optimization methods known to date – those methods that deserve to be in a subroutine library – and for each method ask: what do we know about the behaviour of this method, as implemented in practice? To make my task more tractable, I decided to consider only algorithms for unconstrained optimization.
Original languageEnglish
Pages (from-to)199-242
JournalActa Numerica
Volume1
DOIs
StatePublished - 1992

Fingerprint Dive into the research topics of 'Theory of algorithms for unconstrained optimization'. Together they form a unique fingerprint.

Cite this