VARIABLE METRIC METHOD FOR MINIMIZATION

Technical Report · Fri May 01 00:00:00 EDT 1959

DOI:https://doi.org/10.2172/4252678· OSTI ID:4252678

Davidon, W C

A method is presented for numerically determining local minima of differentiable functions of several variables. In the proeess of locating each minimum, a matrix is determined which characterizes the behavior of the function about the minimum. For a region in which thc 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.
• Sponsoring Organization: USDOE
• DOE Contract Number: W-31-109-ENG-38
• NSA Number: NSA-13-013692
• OSTI ID: 4252678
• Report Number(s): ANL-5990
• Resource Relation: Other Information: Orig. Receipt Date: 31-DEC-59
• Country of Publication: United States
• Language: English

Related Subjects

PHYSICS AND MATHEMATICS
MATHEMATICS
MATRICES
NUMERICALS
QUANTITATIVE ANALYSIS