Parallel Tangents and Steepest Descent Optimization Algorithm-A Computer Implementation with Application to Partially Linear Models

摘要

The report presents a computer implementation of the PARTAN and steepest descent optimization algorithms. Some research on fitting partially linear models is also reported. Chapter I gives an introduction to the PARTAN and steepest descent optimization algorithms. Chapter II describes the problems solvable by the present routine. Chapter III presents an analysis of the program. Input-output considerations, data preparation and limitations of the program are given in Chapter IV. Results of test problems and a list of error messages are given in Chapters V and VI respectively. The fitting of non-linear models is discussed in Chapter VII. Finally, a listing of the computer program is given in the Appendix. (Author)