Variable Metric Method for Minimization
Open accessAbstract
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.
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- Authors
- Davidon, W. C.
- Corresponding author
- Davidon, William C.
- Venue
- SIAM Journal on Optimization
- Published
- 1991-02
- Volume
- 1
- Issue
- 1
- Pages
- 1-17
- ISSN
- 1052-6234 (ISSN-L)
- 1095-7189
- OpenAlex
- W2042803051
- Cited by
- 892
- References
- 7
- Citations by year
- 2026: 20 · 2025: 18 · 2024: 20 · 2023: 24 · 2022: 21 · 2021: 39 · 2020: 30 · 2019: 29 · 2018: 33 · 2017: 40 · 2016: 38 · 2015: 28 · 2014: 36 · 2013: 31 · 2012: 35
- FWCI
- 12.83
- Type
- journal article
- Language
- en
- Open access
- green
- hdl.handle.net
- Licence
- public-domain
- Locations
- SIAM Journal on Optimization (publishedVersion)
- University of Michigan Library Repository (submittedVersion, public-domain)
- Topics
- Physical Sciences › Mathematics › Numerical Analysis › Advanced Optimization Algorithms Research
- Physical Sciences › Computer Science › Computational Theory and Mathematics › Matrix Theory and Algorithms
- Physical Sciences › Computer Science › Computational Theory and Mathematics › Optimization and Variational Analysis
- Keywords
- variable metric methods, unconstrained optimization, local minima, functions of several variables, second-order approximation, Hessian matrix, linear constraints, nonlinear programming
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