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Grey’s method for nonlinear optimization

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Abstract

The optimization technique first developed by Grey for lens design is described in terms of more recent work that has appeared in the mathematical programming literature. We present two modifications of the original algorithm that improve its performance on difficult problems. To confirm the confidence that the many users have placed in the method, the outline of a convergence proof is included. Finally, the theoretical work is supported by the results of numerical experiments.

© 1973 Optical Society of America

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