Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
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FIRST ORDER GRADIENT OPTIMIZATION IN LISP

  • Published : 1998.09.01

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Abstract

In this paper we develop algorithms in programming lan-guage SCHEME for implementation of the main first order gradient techniques for unconstrained optimization. Implementation of the de-scent techniques which use non-optimal descent steps as well as imple-mentation of the optimal descent techniques are described. Also we investigate implementation of the global problem called optimization along a line. Developed programs are effective and simpler with re-spect to the corresponding in the procedural programming languages. Several numerical examples are reported.

Keywords

References

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