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
Descent (aeronautics)MinificationApplied mathematicsMathematicsVariety (cybernetics)Gradient descentMathematical optimizationFunction (biology)Iterative methodConvergence (economics)Descent directionLocal convergenceComputer scienceStatisticsArtificial intelligence
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Publication Info
- Year
- 1963
- Type
- article
- Volume
- 6
- Issue
- 2
- Pages
- 163-168
- Citations
- 4561
- Access
- Closed
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Cite This
R. Fletcher,
M. J. D. Powell
(1963).
A Rapidly Convergent Descent Method for Minimization.
The Computer Journal
, 6
(2)
, 163-168.
https://doi.org/10.1093/comjnl/6.2.163
Identifiers
- DOI
- 10.1093/comjnl/6.2.163