An efficient method for finding the minimum of a function of several variables without calculating derivatives 论文

详细信息

发表期刊/会议

The Computer Journal

发表日期

1964-02-01

发表年份

1964

摘要

A simple variation of the well-known method of minimizing a function of several variables by changing one parameter at a time is described. This variation is such that when the procedure is applied to a quadratic form, it causes conjugate directions to be chosen, so the ultimate rate of convergence is fast when the method is used to minimize a general function. A further variation completes the method, and its ensures that the convergence rate from a bad approximation to a minimum is always efficient. Practical applications of the procedure have proved to be very satisfactory, and numerical examples are given in which functions of up to twenty variables are minimized.