A COMPUTER PROGRAM FOR MINIMIZING A FUNCTION OF SEVERAL VARIABLES1
ETS Research Bulletin SeriesPublished 1 June 1970Open access
Gunnar Gruvaeus, Karl G. Jöreskog
Citations44
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The Fletcher-Powell algorithm for minimizing a function of several variables and its use is discussed and illustrated and it is shown that the algorithm can be used also when the variables satisfy certain equality constraints.
Abstract
ABSTRACT The Fletcher‐Powell algorithm for minimizing a function of several variables is described. A package of FORTRAN IV subroutines that follows this algorithm with some modifications is given and its use is discussed and illustrated. It is shown that the algorithm can be used also when the variables satisfy certain equality constraints.
Keywords
Computer ScienceMathematics
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