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Title: VARIABLE METRIC METHOD FOR MINIMIZATION

Abstract

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)

Authors:
Publication Date:
Research Org.:
Argonne National Lab., Lemont, Ill.
OSTI Identifier:
4222000
Report Number(s):
ANL-5990(Rev.)
NSA Number:
NSA-14-004491
DOE Contract Number:  
W-31-109-ENG-38
Resource Type:
Technical Report
Resource Relation:
Other Information: Orig. Receipt Date: 31-DEC-60
Country of Publication:
United States
Language:
English
Subject:
MATHEMATICS AND COMPUTERS; DIFFERENTIAL EQUATIONS; MATHEMATICS; MATRICES; NUMERICALS

Citation Formats

Davidon, W.C. VARIABLE METRIC METHOD FOR MINIMIZATION. United States: N. p., 1959. Web. doi:10.2172/4222000.
Davidon, W.C. VARIABLE METRIC METHOD FOR MINIMIZATION. United States. doi:10.2172/4222000.
Davidon, W.C. Sun . "VARIABLE METRIC METHOD FOR MINIMIZATION". United States. doi:10.2172/4222000. https://www.osti.gov/servlets/purl/4222000.
@article{osti_4222000,
title = {VARIABLE METRIC METHOD FOR MINIMIZATION},
author = {Davidon, W.C.},
abstractNote = {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)},
doi = {10.2172/4222000},
journal = {},
number = ,
volume = ,
place = {United States},
year = {1959},
month = {11}
}