Variable Metric Method for Minimization

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Description

A method for determining numerically local minima of differentiable functions of several variables is presented. In the process of locating each minimum, a matrix which characterizes the behavior of the iunction about the minimum is determined. For a region in which the function depends quadratically on the variables, no more than N iterations are required, where N is the number of variables. By suitable choice of starting values and without modification of the procedure, linear constraints can be imposed upon the variables. (auth)

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21 pages

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Davidon, W. C. November 1, 1959.

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Description

A method for determining numerically local minima of differentiable functions of several variables is presented. In the process of locating each minimum, a matrix which characterizes the behavior of the iunction about the minimum is determined. For a region in which the function depends quadratically on the variables, no more than N iterations are required, where N is the number of variables. By suitable choice of starting values and without modification of the procedure, linear constraints can be imposed upon the variables. (auth)

Physical Description

21 pages

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NTIS

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  • Other Information: Orig. Receipt Date: 31-DEC-60

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Creation Date

  • November 1, 1959

Added to The UNT Digital Library

  • Oct. 15, 2017, 10:09 p.m.

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  • Jan. 14, 2021, 7:34 p.m.

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Davidon, W. C. Variable Metric Method for Minimization, report, November 1, 1959; Lemont, Illinois. (https://digital.library.unt.edu/ark:/67531/metadc1020493/: accessed May 30, 2023), University of North Texas Libraries, UNT Digital Library, https://digital.library.unt.edu; crediting UNT Libraries Government Documents Department.

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