## Variable metric method for minimization.(English)Zbl 0752.90062

Summary: This is a method for determining numerically local minima of differentiable functions of several variables. 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.

### MSC:

 90C30 Nonlinear programming 90-08 Computational methods for problems pertaining to operations research and mathematical programming

### Keywords:

variable metric algorithms; quasi-Newton
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