Quasi-Newton methods accelerate the steepest-descent technique for function minimization by using computational history to generate a sequence of approximations to the inverse of the Hessian matrix.

This paper discusses the use of the linear conjugate-gradient method (developed via the Lanczos method) in the solution of large-scale unconstrained minimization problems. At each iteration of a ...

This work presents a new technique for temporally benchmarking a time series according to the growth rates preservation principle (GRP) by Causey and Trager (1981). A procedure is developed which (i) ...