A Rapidly Convergent Descent Method for Minimization (original) (raw)
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Published:
01 August 1963
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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.
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