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Conjugate Direction Methods in Optimization (Hardcover, 1980 ed.)
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Conjugate Direction Methods in Optimization (Hardcover, 1980 ed.)
Series: Stochastic Modelling and Applied Probability, 12
Expected to ship within 12 - 17 working days
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Shortly after the end of World War II high-speed digital computing
machines were being developed. It was clear that the mathematical
aspects of com putation needed to be reexamined in order to make
efficient use of high-speed digital computers for mathematical
computations. Accordingly, under the leadership of Min a Rees, John
Curtiss, and others, an Institute for Numerical Analysis was set up
at the University of California at Los Angeles under the
sponsorship of the National Bureau of Standards. A similar
institute was formed at the National Bureau of Standards in
Washington, D. C. In 1949 J. Barkeley Rosser became Director of the
group at UCLA for a period of two years. During this period we
organized a seminar on the study of solu tions of simultaneous
linear equations and on the determination of eigen values. G.
Forsythe, W. Karush, C. Lanczos, T. Motzkin, L. J. Paige, and
others attended this seminar. We discovered, for example, that even
Gaus sian elimination was not well understood from a machine point
of view and that no effective machine oriented elimination
algorithm had been developed. During this period Lanczos developed
his three-term relationship and I had the good fortune of
suggesting the method of conjugate gradients. We dis covered
afterward that the basic ideas underlying the two procedures are
essentially the same. The concept of conjugacy was not new to me.
In a joint paper with G. D."
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