Abstract
An improved version of an unconstrained optimization algorithm based upon a homogeneous function is presented. The method is numerically stable and uses the Bartels—Golub factorization instead of Householder's modification formula. Several numerical tests indicate that the proposed method is robust and very efficient.
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References
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Kowalik, J.S., Ramakrishnan, K.G. A numerically stable optimization method based on A homogeneous function. Mathematical Programming 11, 50–66 (1976). https://doi.org/10.1007/BF01580370
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DOI: https://doi.org/10.1007/BF01580370