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| J.L. Nazareth | |||||||||
| Key words: | |||||||||
| linear programming, unconstrained optimization, simplex method, interior-point algorithm, central path, logarithmic barrier, conjugate gradients, limited memory, quasi-Newton | |||||||||
| Mathematices Subject Classification: 65K05, 65K10 | |||||||||
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| J.L. Nazareth | |||||||||
| Key words: | |||||||||
| linear programming, unconstrained optimization, simplex method, interior-point algorithm, central path, logarithmic barrier, conjugate gradients, limited memory, quasi-Newton | |||||||||
| Mathematices Subject Classification: 65K05, 65K10 | |||||||||
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| Abstract: | |||
| Simplex, interior-point, and memoryless quasi-Newton (QN) optimization algorithms are each viewed from two contrasting perspectives: the first facilitates computer implementation but runs counter to intuition, the second is both insightful and efficiency-revealing. For the memoryless QN case, the discussion is illustrated by numerical experiments. Implications for limited-memory QN algorithms are briefly considered. | |||
| Complementary perspectives on optimization algorithms | |
| Special Issue on Conjugate Gradient and Quasi-Newton Methods for Nonlinear Optimization | |||
| Volume 2, Number 1, January 2006, pp. 71-79 | |||