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A Rapidly Convergent Descent Method for Minimization

The Computer JournalPublished 1 August 1963Open access
R. Fletcher, M. J. D. Powell
Citations4,571
SJR quartileQ2
SJR score0.48
SNIP0.86
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Abstract

A powerful iterative descent method for finding a local minimum of a function of several variables is described. A number of theorems are proved to show that it always converges and that it converges rapidly. Numerical tests on a variety of functions confirm these theorems. The method has been used to solve a system of one hundred non-linear simultaneous equations.

Keywords

Computer ScienceMathematics