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Algorithm 500: Minimization of Unconstrained Multivariate Functions [E4]

David F. Shanno, K. H. Phua

ACM Transactions on Mathematical Software · 1976 · 145 citations · 8 references

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Abstract

This subroutine finds a local minimum of a nonlinear function of n variables f(x) where x = (xl, x~,..., xn), n > 1, can be any real numbers.

References

8

A new approach to variable metric algorithms

R. Fletcher · The Computer Journal · 1970 · 4.1K citations · Full text

, , +10

Conditioning of quasi-Newton methods for function minimization

David F. Shanno · Mathematics of Computation · 1970 · 3.7K citations · Full text

, , +13

A family of variable-metric methods derived by variational means

Donald Goldfarb · Mathematics of Computation · 1970 · 3.1K citations

, , +4

The Convergence of a Class of Double-rank Minimization Algorithms

C. G. Broyden · IMA Journal of Applied Mathematics · 1970 · 1.2K citations

, , +7

Atomic Energy Research Establishment

BMJ · 1948 · 163 citations · Full text

, , +3