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Physical Sciences and Mathematics Commons

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Doctoral Dissertations

1972

Mathematical optimization<br />Regression analysis<br />Nonlinear theories

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An Acceleration Technique For A Conjugate Direction Algorithm For Nonlinear Regression, Larry Wilmer Cornwell Jan 1972

An Acceleration Technique For A Conjugate Direction Algorithm For Nonlinear Regression, Larry Wilmer Cornwell

Doctoral Dissertations

"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 …