Variable metric method for minimization. [In FORTRAN for IBM 704]
Description:
A method for determining numerically local minima of differentiable functions of several variables is described. In the process of locating each minimum, a matrix which characterizes the behavior of the function 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…
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Date:
February 1, 1966
Creator:
Davidon, W.C.
Item Type:
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UNT Libraries Government Documents Department