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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
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