Variable metric method for minimization. [In FORTRAN for IBM 704]
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 be imposed upon the variables. 8 figures.
- Research Organization:
- Argonne National Lab., IL (USA)
- DOE Contract Number:
- W-31109-ENG-38
- OSTI ID:
- 5904392
- Report Number(s):
- ANL-5990(Rev.2)
- Country of Publication:
- United States
- Language:
- English
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