VARIABLE METRIC METHOD FOR MINIMIZATION

Technical Report · Sun Nov 01 00:00:00 EST 1959

DOI:https://doi.org/10.2172/4222000· OSTI ID:4222000

Davidon, W. C.

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)

• Research Organization: Argonne National Lab., Lemont, Ill.
• DOE Contract Number: W-31-109-ENG-38
• NSA Number: NSA-14-004491
• OSTI ID: 4222000
• Report Number(s): ANL-5990(Rev.)
• Resource Relation: Other Information: Orig. Receipt Date: 31-DEC-60
• Country of Publication: United States
• Language: English

Related Subjects

MATHEMATICS AND COMPUTERS
DIFFERENTIAL EQUATIONS
MATHEMATICS
MATRICES
NUMERICALS