Numerical experiments on DFP-method, a powerful function minimization technique

✍ Scribed by P.J. Reddy; H.-J. Zimmermann; Asghar Husain

• Publisher: Elsevier Science
• Year: 1975
• Tongue: English
• Weight: 658 KB
• Volume: 1
• Category: Article
• ISSN: 0377-0427
• DOI: 10.1016/0771-050x(75)90017-0

✦ Synopsis

A lucid description of the variable metric (DFP) method due to Davidon (1959), Fletcher andPowell (1963) is given. A newly developed FORTRAN IV Program FUNMIN-2, which is based on the original DFP-method incorporating a few computationally significant modifications has been compared with the FORTRAN version of the ALGOL procedure FLEPOMIN (1966). Results of computation for a number of well-known numerical examples are presented which prove the superiority of FUNMIN-2. The two programs were executed on a CDC 6400 computer. 468 327 1634.755 2.