Showing papers by "John E. Dennis published in 1979"
TL;DR: Two new methods for unconstrained optimization are presented which employ a hybrid direction strategy which is a modification of Powell's 1970 dogleg strategy and a projection technique introduced by Davidon in his 1975 algorithm.
Abstract: Two new methods for unconstrained optimization are presented. Both methods employ a hybrid direction strategy which is a modification of Powell's 1970 dogleg strategy. They also employ a projection technique introduced by Davidon in his 1975 algorithm which uses projection images of Δx and Δg in updating the approximate Hessian. The first method uses Davidon's optimally conditioned update formula, while the second uses only the BFGS update. Both methods performed well without Powell's special iterations and singularity safeguards, and the numerical results are very promising.
190 citations